+90.8%
FOXA vs BAH
+51.0%
+39.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.1% |
| 7D | -4.0% | -3.2% | -0.7% | -3.3% |
| 30D | +12.0% | +2.0% | +10.0% | +11.4% |
| 3M | +0.3% | -7.6% | +7.9% | +1.6% |
| 6M | +12.5% | -5.7% | +18.2% | +13.1% |
| YTD | -9.6% | -11.7% | +2.1% | -8.3% |
| 1Y | +8.6% | -27.4% | +36.0% | +14.3% |
| 3Y | +118.5% | -32.5% | +151.1% | +122.9% |
| 5Y | +88.8% | -3.3% | +92.1% | +66.7% |
| All | +90.8% | +51.0% | +39.9% | +29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling