+108.9%
FOXA vs AS
+120.4%
-11.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.6% | -7.0% | -3.9% |
| 7D | -4.0% | -4.9% | +0.9% | -3.3% |
| 30D | +12.0% | -19.6% | +31.6% | +15.6% |
| 3M | +0.3% | -14.4% | +14.6% | +2.5% |
| 6M | +12.5% | -20.1% | +32.6% | +15.8% |
| YTD | -9.6% | -20.9% | +11.3% | -6.9% |
| 1Y | +8.6% | -21.9% | +30.4% | +11.7% |
| All | +108.9% | +120.4% | -11.5% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling