+75.8%
FOXA vs AG
+4.5%
+71.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | -2.4% | -4.0% | +1.6% | -2.2% |
| 30D | +8.6% | -13.1% | +21.7% | +9.3% |
| 3M | +9.9% | -22.0% | +31.9% | +11.0% |
| 6M | +0.8% | -37.3% | +38.1% | +3.0% |
| YTD | -6.1% | -11.2% | +5.1% | -7.3% |
| 1Y | +3.3% | +23.9% | -20.7% | -0.7% |
| 3Y | +133.5% | +225.1% | -91.7% | +101.2% |
| 5Y | +75.8% | +7.7% | +68.1% | +71.8% |
| All | +75.8% | +4.5% | +71.3% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling