-11.6%
ABT vs FOXA
+90.4%
-102.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.8% | -2.1% |
| 7D | -5.0% | -3.7% | -1.3% | -4.4% |
| 30D | -5.8% | +5.4% | -11.2% | -6.6% |
| 3M | +16.7% | -3.7% | +20.5% | +17.0% |
| 6M | -5.2% | +12.6% | -17.8% | -7.8% |
| YTD | -16.0% | -10.0% | -6.0% | -14.9% |
| 1Y | -18.3% | +15.0% | -33.3% | -21.1% |
| 3Y | +9.2% | +115.1% | -105.9% | -9.5% |
| 5Y | -11.6% | +93.0% | -104.6% | -24.7% |
| All | -11.6% | +90.4% | -102.0% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling