+108.6%
FOXA vs AG
+278.6%
-170.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.1% | -4.2% | -2.2% |
| 7D | -5.4% | -0.1% | -5.3% | -5.4% |
| 30D | +1.1% | +12.5% | -11.3% | +0.6% |
| 3M | -6.1% | +28.2% | -34.3% | -7.4% |
| 6M | +8.2% | -18.8% | +27.1% | +9.0% |
| YTD | -11.8% | +27.4% | -39.2% | -13.8% |
| 1Y | +9.9% | +132.2% | -122.3% | +2.8% |
| All | +108.6% | +278.6% | -170.0% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling