+90.1%
FOXA vs AGI
+660.5%
-570.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.4% | +5.5% | +2.3% |
| 7D | -3.7% | -5.4% | +1.6% | -3.4% |
| 30D | +5.4% | +6.6% | -1.3% | +4.9% |
| 3M | -3.7% | +8.2% | -11.9% | -4.4% |
| 6M | +12.6% | -29.3% | +41.9% | +14.5% |
| YTD | -10.0% | -7.4% | -2.6% | -10.2% |
| 1Y | +15.0% | +7.9% | +7.1% | +13.2% |
| 3Y | +115.1% | +206.2% | -91.1% | +93.1% |
| 5Y | +93.0% | +397.6% | -304.6% | +65.6% |
| All | +90.1% | +660.5% | -570.3% | +57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling