+86.3%
FOXA vs AU
+903.2%
-816.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.1% |
| 7D | -5.4% | +0.6% | -6.1% | -5.5% |
| 30D | +1.1% | +12.3% | -11.2% | +0.5% |
| 3M | -6.1% | +29.4% | -35.5% | -7.6% |
| 6M | +8.2% | +3.2% | +5.0% | +7.6% |
| YTD | -11.8% | +31.8% | -43.6% | -13.9% |
| 1Y | +9.9% | +83.4% | -73.5% | +4.7% |
| 3Y | +110.7% | +623.1% | -512.4% | +79.0% |
| 5Y | +86.9% | +700.5% | -613.6% | +54.3% |
| All | +86.3% | +903.2% | -816.9% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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