+93.1%
FOXA vs ALK
-28.9%
+121.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.4% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | +2.3% | -18.5% | +20.8% | +6.6% |
| 3M | -2.8% | -3.6% | +0.7% | -3.4% |
| 6M | +9.6% | -3.7% | +13.3% | +7.9% |
| YTD | -9.9% | -19.0% | +9.1% | -8.1% |
| 1Y | +5.4% | -36.0% | +41.4% | +14.2% |
| 3Y | +115.3% | +2.3% | +112.9% | +92.6% |
| 5Y | +93.1% | -27.8% | +120.8% | +87.2% |
| All | +93.1% | -28.9% | +121.9% | +87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling