+90.8%
FOXA vs ALB
+62.8%
+28.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.4% | +1.1% | -2.6% |
| 7D | -4.0% | -8.1% | +4.1% | -2.6% |
| 30D | +12.0% | +6.3% | +5.7% | +10.7% |
| 3M | +0.3% | -23.6% | +23.8% | +4.6% |
| 6M | +12.5% | -24.6% | +37.1% | +16.7% |
| YTD | -9.6% | -10.3% | +0.6% | -9.9% |
| 1Y | +8.6% | +61.5% | -52.9% | -4.3% |
| 3Y | +118.5% | -34.0% | +152.5% | +118.9% |
| 5Y | +88.8% | -44.6% | +133.3% | +85.7% |
| All | +90.8% | +62.8% | +28.1% | +16.9% |
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