+112.9%
FOXA vs AWK
+9.5%
+103.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.1% |
| 7D | -3.7% | -0.7% | -3.0% | -3.7% |
| 30D | +5.4% | +2.8% | +2.6% | +5.1% |
| 3M | -3.7% | +11.3% | -15.0% | -4.4% |
| 6M | +12.6% | +6.7% | +5.8% | +12.1% |
| YTD | -10.0% | +9.4% | -19.3% | -10.5% |
| 1Y | +15.0% | +3.7% | +11.3% | +14.9% |
| All | +112.9% | +9.5% | +103.5% | +100.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling