+112.8%
FOXA vs AS
+134.9%
-22.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | +5.4% | +6.9% | -1.6% | +4.3% |
| 30D | +6.3% | +16.0% | -9.7% | +3.9% |
| 3M | +8.3% | -12.8% | +21.2% | +10.4% |
| 6M | +7.6% | -15.4% | +23.0% | +9.9% |
| YTD | -7.9% | -15.7% | +7.8% | -6.2% |
| 1Y | +2.4% | +6.1% | -3.7% | +0.4% |
| All | +112.8% | +134.9% | -22.1% | +91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling