+108.6%
FOXA vs BAH
-31.4%
+140.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.2% | -2.1% |
| 7D | -5.4% | -1.3% | -4.1% | -5.3% |
| 30D | +1.1% | -6.6% | +7.8% | +1.9% |
| 3M | -6.1% | -7.2% | +1.0% | -5.6% |
| 6M | +8.2% | -10.0% | +18.2% | +9.0% |
| YTD | -11.8% | -12.5% | +0.7% | -11.1% |
| 1Y | +9.9% | -27.9% | +37.8% | +12.1% |
| All | +108.6% | -31.4% | +140.0% | +115.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling