+90.8%
FOXA vs AG
+217.6%
-126.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -3.2% |
| 7D | -4.0% | +1.0% | -5.0% | -4.0% |
| 30D | +12.0% | +19.2% | -7.2% | +10.4% |
| 3M | +0.3% | +6.2% | -5.9% | -0.7% |
| 6M | +12.5% | -26.7% | +39.2% | +14.2% |
| YTD | -9.6% | +26.1% | -35.8% | -12.9% |
| 1Y | +8.6% | +131.7% | -123.1% | -1.5% |
| 3Y | +118.5% | +255.3% | -136.8% | +84.2% |
| 5Y | +88.8% | +61.9% | +26.8% | +67.8% |
| All | +90.8% | +217.6% | -126.8% | +45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling