+96.5%
FOXA vs ALB
+22.8%
+73.8%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.8% | +0.2% |
| 7D | +0.4% | +5.3% | -4.9% | -0.5% |
| 30D | +7.9% | -6.3% | +14.2% | +9.0% |
| 3M | +6.7% | -27.4% | +34.1% | +12.3% |
| 6M | +7.5% | -53.1% | +60.6% | +21.5% |
| YTD | -6.9% | -32.3% | +25.4% | -2.9% |
| 1Y | +2.2% | -7.3% | +9.5% | +0.2% |
| 3Y | +131.4% | -14.9% | +146.3% | +114.6% |
| 5Y | +76.2% | -62.0% | +138.3% | +87.4% |
| All | +96.5% | +22.8% | +73.8% | +25.9% |
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 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