+13.3%
FOXA vs AWK
+1.9%
+11.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.1% |
| 7D | +0.8% | -2.1% | +2.9% | +0.7% |
| 30D | +5.0% | +2.1% | +3.0% | +5.1% |
| 3M | -3.0% | +11.4% | -14.4% | -1.9% |
| 6M | +14.8% | +3.9% | +10.9% | +15.4% |
| YTD | -8.9% | +7.7% | -16.6% | -7.3% |
| 1Y | +13.3% | +1.3% | +12.0% | +13.5% |
| All | +13.3% | +1.9% | +11.4% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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