+33.9%
ALNY vs FOXA
+93.7%
-59.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.2% |
| 7D | -6.5% | +0.8% | -7.3% | -6.7% |
| 30D | +11.0% | +5.0% | +6.0% | +9.8% |
| 3M | -14.1% | -3.0% | -11.0% | -13.9% |
| 6M | -22.4% | +14.8% | -37.2% | -25.9% |
| YTD | -37.5% | -8.9% | -28.5% | -36.6% |
| 1Y | -46.9% | +13.3% | -60.3% | -49.7% |
| 3Y | +22.1% | +115.4% | -93.3% | -8.4% |
| All | +33.9% | +93.7% | -59.8% | +2.8% |
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