+267.2%
ALAB vs FOXA
+127.1%
+140.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +2.0% | -1.3% |
| 7D | +26.9% | -2.9% | +29.8% | +27.0% |
| 30D | -30.0% | +5.1% | -35.1% | -29.9% |
| 3M | -28.5% | +4.7% | -33.2% | -28.8% |
| 6M | +11.4% | -0.2% | +11.7% | +11.8% |
| YTD | +36.9% | -9.2% | +46.2% | +40.5% |
| 1Y | +44.4% | -0.6% | +44.9% | +44.0% |
| All | +267.2% | +127.1% | +140.1% | +557.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling