+8.6%
FOXA vs AUR
+11.8%
-3.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.4% |
| 7D | -4.0% | +8.7% | -12.7% | -4.2% |
| 30D | +12.0% | -5.2% | +17.2% | +11.9% |
| 3M | +0.3% | -7.3% | +7.6% | +0.4% |
| 6M | +12.5% | +41.2% | -28.7% | +12.2% |
| YTD | -9.6% | +65.1% | -74.7% | -10.8% |
| 1Y | +8.6% | +13.4% | -4.8% | +11.4% |
| All | +8.6% | +11.8% | -3.2% | +11.4% |
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