+86.9%
FOXA vs ALC
-17.4%
+104.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.8% |
| 7D | -5.4% | -5.3% | -0.1% | -4.1% |
| 30D | +1.1% | -7.1% | +8.2% | +3.0% |
| 3M | -6.1% | +0.8% | -6.9% | -6.4% |
| 6M | +8.2% | -16.0% | +24.2% | +12.6% |
| YTD | -11.8% | -12.7% | +1.0% | -9.3% |
| 1Y | +9.9% | -12.8% | +22.8% | +12.9% |
| 3Y | +110.7% | -15.8% | +126.6% | +114.5% |
| 5Y | +86.9% | -16.7% | +103.6% | +79.1% |
| All | +86.9% | -17.4% | +104.4% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling