+93.1%
FOXA vs AR
+140.6%
-47.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -0.6% | -1.8% | +1.2% | -0.4% |
| 30D | +2.3% | +12.6% | -10.3% | +0.6% |
| 3M | -2.8% | +10.0% | -12.9% | -4.3% |
| 6M | +9.6% | +0.6% | +9.0% | +9.1% |
| YTD | -9.9% | +13.4% | -23.3% | -12.0% |
| 1Y | +5.4% | +21.7% | -16.3% | +1.3% |
| 3Y | +115.3% | +45.8% | +69.4% | +97.4% |
| 5Y | +93.1% | +144.3% | -51.2% | +50.5% |
| All | +93.1% | +140.6% | -47.6% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling