+91.7%
FOXA vs ALB
+22.7%
+69.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.2% | -3.1% |
| 7D | -2.9% | -3.6% | +0.7% | -2.3% |
| 30D | +5.1% | -2.9% | +8.0% | +5.5% |
| 3M | +4.7% | -25.8% | +30.5% | +9.8% |
| 6M | -0.2% | -53.6% | +53.3% | +13.0% |
| YTD | -9.2% | -32.4% | +23.1% | -5.3% |
| 1Y | -0.6% | -13.0% | +12.5% | -1.3% |
| 3Y | +125.7% | -15.0% | +140.7% | +109.4% |
| 5Y | +70.2% | -63.5% | +133.7% | +83.1% |
| All | +91.7% | +22.7% | +69.0% | +22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling