+8.6%
FOXA vs AJG
-12.9%
+21.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -2.9% |
| 7D | -4.0% | -1.8% | -2.1% | -3.4% |
| 30D | +12.0% | +4.6% | +7.3% | +10.3% |
| 3M | +0.3% | +24.9% | -24.7% | -6.9% |
| 6M | +12.5% | +17.2% | -4.7% | +6.2% |
| YTD | -9.6% | +2.2% | -11.8% | -11.6% |
| 1Y | +8.6% | -11.5% | +20.1% | +12.1% |
| All | +8.6% | -12.9% | +21.5% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling