+49.3%
ABT vs FOXA
+92.4%
-43.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.5% | -1.6% |
| 7D | -5.9% | +0.8% | -6.7% | -6.0% |
| 30D | -8.1% | +5.0% | -13.1% | -9.0% |
| 3M | +14.5% | -3.0% | +17.6% | +14.5% |
| 6M | -6.3% | +14.8% | -21.1% | -9.5% |
| YTD | -17.1% | -8.9% | -8.2% | -16.3% |
| 1Y | -21.4% | +13.3% | -34.7% | -24.2% |
| 3Y | +5.9% | +115.4% | -109.5% | -12.4% |
| 5Y | -12.8% | +95.3% | -108.0% | -27.2% |
| All | +49.3% | +92.4% | -43.0% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 10y: compounded portfolio wealth divided by compounded FOXA 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…
10y analysis · Full analysis span regression · 6 months rolling