+94.4%
FOXA vs AR
+345.4%
-251.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | +5.4% | -14.3% | +19.6% | +7.1% |
| 30D | +6.3% | +1.4% | +4.9% | +5.9% |
| 3M | +8.3% | +3.4% | +4.9% | +7.6% |
| 6M | +7.6% | -2.1% | +9.7% | +7.4% |
| YTD | -7.9% | +4.7% | -12.6% | -9.1% |
| 1Y | +2.4% | +10.6% | -8.2% | +0.3% |
| 3Y | +120.3% | +24.6% | +95.8% | +109.3% |
| 5Y | +71.0% | +71.9% | -0.9% | +52.7% |
| All | +94.4% | +345.4% | -251.0% | +28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling