+94.4%
FOXA vs ALC
+24.0%
+70.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -2.7% |
| 7D | -4.0% | -2.1% | -1.9% | -3.3% |
| 30D | +12.0% | -0.1% | +12.1% | +11.9% |
| 3M | +0.3% | +5.9% | -5.6% | -1.7% |
| 6M | +12.5% | -15.9% | +28.4% | +18.2% |
| YTD | -9.6% | -10.1% | +0.5% | -7.3% |
| 1Y | +8.6% | -10.2% | +18.8% | +11.2% |
| 3Y | +118.5% | -13.6% | +132.1% | +121.5% |
| 5Y | +88.8% | -15.1% | +103.9% | +88.8% |
| All | +94.4% | +24.0% | +70.4% | +49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling