+119.4%
FOXA vs ALK
+4.2%
+115.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.5% | -4.9% | -3.6% |
| 7D | -4.0% | -0.7% | -3.3% | -3.9% |
| 30D | +12.0% | -19.2% | +31.2% | +15.2% |
| 3M | +0.3% | -1.5% | +1.8% | -0.5% |
| 6M | +12.5% | -13.1% | +25.5% | +13.5% |
| YTD | -9.6% | -16.4% | +6.8% | -8.6% |
| 1Y | +8.6% | -33.1% | +41.7% | +15.1% |
| All | +119.4% | +4.2% | +115.2% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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