+90.8%
FOXA vs ALLE
+94.8%
-4.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.4% | -3.8% |
| 7D | -4.0% | -0.2% | -3.7% | -3.9% |
| 30D | +12.0% | -6.8% | +18.8% | +15.4% |
| 3M | +0.3% | +21.0% | -20.8% | -8.8% |
| 6M | +12.5% | +1.1% | +11.4% | +10.7% |
| YTD | -9.6% | -0.5% | -9.1% | -10.9% |
| 1Y | +8.6% | -7.3% | +15.8% | +10.5% |
| 3Y | +118.5% | +42.3% | +76.3% | +76.6% |
| 5Y | +88.8% | +13.5% | +75.3% | +68.7% |
| All | +90.8% | +94.8% | -4.0% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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