+93.1%
FOXA vs AGI
+400.3%
-307.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | +0.8% | -2.7% | +3.5% | +0.9% |
| 30D | +5.0% | +7.2% | -2.2% | +4.7% |
| 3M | -3.0% | +4.3% | -7.3% | -3.3% |
| 6M | +14.8% | -27.1% | +41.9% | +16.4% |
| YTD | -8.9% | -6.6% | -2.3% | -9.1% |
| 1Y | +13.3% | +9.5% | +3.8% | +11.7% |
| 3Y | +115.4% | +208.4% | -93.0% | +90.4% |
| All | +93.1% | +400.3% | -307.2% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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