+358.7%
ALAB vs FOXA
+125.3%
+233.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.1% | -7.4% | -5.4% |
| 7D | +0.6% | -3.7% | +4.3% | +0.8% |
| 30D | -8.8% | +5.4% | -14.2% | -9.3% |
| 3M | -14.0% | -3.7% | -10.3% | -13.2% |
| 6M | +144.3% | +12.6% | +131.7% | +134.3% |
| YTD | +71.0% | -10.0% | +81.0% | +75.3% |
| 1Y | +23.5% | +15.0% | +8.5% | +16.4% |
| All | +358.7% | +125.3% | +233.4% | +720.5% |
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