+54.5%
ABT vs FOXA
+90.3%
-35.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | -3.1% | -0.6% | -2.5% | -3.0% |
| 30D | -2.1% | +2.3% | -4.4% | -2.6% |
| 3M | +17.4% | -2.8% | +20.3% | +17.4% |
| 6M | -2.4% | +9.6% | -12.0% | -4.9% |
| YTD | -14.2% | -9.9% | -4.3% | -13.2% |
| 1Y | -18.3% | +5.4% | -23.7% | -20.1% |
| 3Y | +11.5% | +115.3% | -103.8% | -7.8% |
| 5Y | -9.9% | +93.1% | -103.0% | -24.7% |
| All | +54.5% | +90.3% | -35.7% | +16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling