+8.9%
FOXA vs AUR
-17.4%
+26.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.4% | +8.2% | +3.8% |
| 7D | +9.9% | -19.8% | +29.7% | +10.1% |
| 30D | +10.0% | -29.0% | +39.0% | +10.3% |
| 3M | +18.4% | -43.6% | +62.0% | +18.7% |
| 6M | +12.2% | -36.6% | +48.8% | +13.0% |
| YTD | -3.8% | +6.3% | -10.0% | -3.3% |
| 1Y | +8.9% | -9.0% | +18.0% | +9.7% |
| All | +8.9% | -17.4% | +26.4% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling