+8.9%
FOXA vs ALB
+4.7%
+4.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.3% | -1.5% | +3.4% |
| 7D | +9.9% | -2.1% | +11.9% | +10.0% |
| 30D | +10.0% | -9.0% | +19.0% | +10.6% |
| 3M | +18.4% | -21.1% | +39.5% | +20.3% |
| 6M | +12.2% | -49.9% | +62.1% | +17.1% |
| YTD | -3.8% | -32.3% | +28.5% | -0.8% |
| 1Y | +8.9% | +8.6% | +0.3% | +12.3% |
| All | +8.9% | +4.7% | +4.2% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling