+15.0%
FOXA vs BAH
-24.1%
+39.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.8% | -2.8% | +1.2% |
| 7D | -3.7% | +2.4% | -6.2% | -4.1% |
| 30D | +5.4% | -2.9% | +8.3% | +5.8% |
| 3M | -3.7% | -1.3% | -2.4% | -4.0% |
| 6M | +12.6% | -0.9% | +13.5% | +12.0% |
| YTD | -10.0% | -8.2% | -1.7% | -9.8% |
| 1Y | +15.0% | -24.0% | +39.0% | +15.3% |
| All | +15.0% | -24.1% | +39.1% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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