+76.5%
FOXA vs ALC
-9.1%
+85.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.2% | +0.9% | +3.3% |
| 7D | +2.7% | -1.1% | +3.8% | +3.0% |
| 30D | +10.0% | +16.0% | -6.1% | +5.7% |
| 3M | +5.0% | +0.8% | +4.2% | +4.6% |
| 6M | +3.4% | +16.8% | -13.4% | -1.0% |
| YTD | -5.5% | -5.5% | 0.0% | -4.9% |
| 1Y | +5.5% | -5.3% | +10.8% | +6.0% |
| 3Y | +139.3% | +4.1% | +135.2% | +128.8% |
| All | +76.5% | -9.1% | +85.6% | +68.7% |
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