-0.2%
FOXA vs ALB
-53.7%
+53.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.2% | -3.2% |
| 7D | -2.9% | -3.6% | +0.7% | -2.6% |
| 30D | +5.1% | -2.9% | +8.0% | +5.3% |
| 3M | +4.7% | -25.8% | +30.5% | +7.7% |
| 6M | -0.2% | -53.6% | +53.3% | -0.5% |
| All | -0.2% | -53.7% | +53.4% | -0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling