+115.1%
FOXA vs AS
+137.8%
-22.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.4% | -0.2% |
| 7D | +0.4% | +4.5% | -4.1% | -0.2% |
| 30D | +7.9% | +13.2% | -5.3% | +5.9% |
| 3M | +6.7% | -11.9% | +18.6% | +8.6% |
| 6M | +7.5% | -11.6% | +19.1% | +9.1% |
| YTD | -6.9% | -14.7% | +7.8% | -5.3% |
| 1Y | +2.2% | +5.7% | -3.5% | +0.3% |
| All | +115.1% | +137.8% | -22.6% | +92.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling