+109.8%
FOXA vs AS
+125.3%
-15.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.5% | -2.9% |
| 7D | -2.9% | -3.6% | +0.7% | -2.4% |
| 30D | +5.1% | +3.4% | +1.7% | +4.6% |
| 3M | +4.7% | -8.6% | +13.3% | +5.9% |
| 6M | -0.2% | -10.0% | +9.8% | +1.1% |
| YTD | -9.2% | -19.2% | +9.9% | -6.9% |
| 1Y | -0.6% | -3.8% | +3.2% | -1.0% |
| All | +109.8% | +125.3% | -15.5% | +89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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