+98.3%
FOXA vs AR
+371.7%
-273.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.7% |
| 7D | -2.4% | +2.1% | -4.5% | -2.6% |
| 30D | +8.6% | +4.5% | +4.1% | +7.9% |
| 3M | +9.9% | +1.0% | +8.9% | +9.5% |
| 6M | +0.8% | +4.4% | -3.6% | -0.1% |
| YTD | -6.1% | +10.9% | -17.0% | -7.9% |
| 1Y | +3.3% | +8.6% | -5.3% | +1.4% |
| 3Y | +133.5% | +48.5% | +85.0% | +117.4% |
| 5Y | +75.8% | +95.7% | -19.9% | +54.8% |
| All | +98.3% | +371.7% | -273.4% | +30.4% |
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