+115.3%
FOXA vs ALC
-15.5%
+130.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.2% |
| 7D | -0.6% | -3.7% | +3.0% | +0.3% |
| 30D | +2.3% | -3.7% | +6.1% | +3.2% |
| 3M | -2.8% | +4.6% | -7.4% | -3.9% |
| 6M | +9.6% | -14.6% | +24.2% | +13.2% |
| YTD | -9.9% | -11.9% | +2.0% | -7.8% |
| 1Y | +5.4% | -13.1% | +18.5% | +8.1% |
| 3Y | +115.3% | -15.0% | +130.3% | +117.3% |
| All | +115.3% | -15.5% | +130.8% | +117.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling