+86.9%
FOXA vs ATI
+1,086.3%
-999.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -5.4% | +2.4% | -7.8% | -5.8% |
| 30D | +1.1% | -9.5% | +10.6% | +2.8% |
| 3M | -6.1% | +10.4% | -16.5% | -8.0% |
| 6M | +8.2% | +31.8% | -23.6% | +2.4% |
| YTD | -11.8% | +80.0% | -91.8% | -21.4% |
| 1Y | +9.9% | +175.8% | -165.9% | -10.3% |
| 3Y | +110.7% | +364.2% | -253.5% | +47.9% |
| 5Y | +86.9% | +1,076.9% | -989.9% | +5.0% |
| All | +86.9% | +1,086.3% | -999.4% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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