+8.9%
FOXA vs ALC
+4.2%
+4.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.8% | -3.0% | +2.2% |
| 7D | +9.9% | +10.7% | -0.8% | +7.2% |
| 30D | +10.0% | +20.2% | -10.2% | +5.4% |
| 3M | +18.4% | +8.9% | +9.5% | +15.4% |
| 6M | +12.2% | +5.7% | +6.5% | +9.3% |
| YTD | -3.8% | -1.4% | -2.4% | -5.6% |
| 1Y | +8.9% | +4.7% | +4.2% | +6.0% |
| All | +8.9% | +4.2% | +4.7% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling