+93.1%
FOXA vs ALB
-43.6%
+136.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.6% |
| 7D | -0.6% | -4.4% | +3.8% | -0.1% |
| 30D | +2.3% | -1.2% | +3.5% | +2.4% |
| 3M | -2.8% | -13.3% | +10.5% | -1.5% |
| 6M | +9.6% | -19.8% | +29.4% | +11.6% |
| YTD | -9.9% | -7.9% | -2.0% | -10.3% |
| 1Y | +5.4% | +60.2% | -54.8% | -3.2% |
| 3Y | +115.3% | -26.4% | +141.7% | +110.8% |
| 5Y | +93.1% | -42.5% | +135.6% | +88.9% |
| All | +93.1% | -43.6% | +136.7% | +88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling