+9.9%
FOXA vs ALB
+69.7%
-59.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.9% |
| 7D | -5.4% | -8.6% | +3.2% | -5.0% |
| 30D | +1.1% | -4.0% | +5.2% | +1.3% |
| 3M | -6.1% | -17.4% | +11.3% | -5.5% |
| 6M | +8.2% | -25.4% | +33.6% | +9.6% |
| YTD | -11.8% | -10.5% | -1.3% | -10.3% |
| 1Y | +9.9% | +75.8% | -65.9% | +17.1% |
| All | +9.9% | +69.7% | -59.7% | +17.1% |
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