+99.6%
FOXA vs AR
+378.3%
-278.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.0% | +4.1% |
| 7D | +2.7% | +7.4% | -4.7% | +1.8% |
| 30D | +10.0% | +5.8% | +4.2% | +9.1% |
| 3M | +5.0% | +5.2% | -0.2% | +4.1% |
| 6M | +3.4% | +5.4% | -2.1% | +2.3% |
| YTD | -5.5% | +12.4% | -17.9% | -7.4% |
| 1Y | +5.5% | +12.8% | -7.3% | +3.2% |
| 3Y | +139.3% | +47.2% | +92.1% | +123.1% |
| 5Y | +77.2% | +101.1% | -24.0% | +55.5% |
| All | +99.6% | +378.3% | -278.7% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling