+153.8%
ALAB vs FOXA
+11.3%
+142.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -3.4% | +13.1% | +8.3% |
| 7D | +7.2% | -4.0% | +11.2% | +5.6% |
| 30D | -2.5% | +12.0% | -14.5% | +2.3% |
| 3M | -13.3% | +0.3% | -13.6% | -11.1% |
| All | +153.8% | +11.3% | +142.5% | +167.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling