+81.9%
FOXA vs AUR
-35.7%
+117.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.1% |
| 7D | +0.8% | +1.4% | -0.6% | +0.7% |
| 30D | +5.0% | -6.4% | +11.5% | +5.3% |
| 3M | -3.0% | +7.7% | -10.7% | -3.7% |
| 6M | +14.8% | +44.5% | -29.7% | +11.4% |
| YTD | -8.9% | +67.4% | -76.4% | -12.6% |
| 1Y | +13.3% | +15.4% | -2.1% | +11.0% |
| 3Y | +115.4% | +94.8% | +20.6% | +94.4% |
| 5Y | +95.3% | -35.1% | +130.4% | +68.7% |
| All | +81.9% | -35.7% | +117.6% | +56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling