+86.3%
FOXA vs ALLY
+98.8%
-12.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.7% |
| 7D | -5.4% | -1.9% | -3.5% | -4.8% |
| 30D | +1.1% | -4.5% | +5.6% | +2.6% |
| 3M | -6.1% | -2.8% | -3.3% | -5.7% |
| 6M | +8.2% | +10.3% | -2.1% | +3.5% |
| YTD | -11.8% | -5.7% | -6.1% | -11.2% |
| 1Y | +9.9% | +3.9% | +6.0% | +6.5% |
| 3Y | +110.7% | +64.7% | +46.0% | +67.2% |
| 5Y | +86.9% | -2.6% | +89.5% | +72.8% |
| All | +86.3% | +98.8% | -12.5% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling