+120.3%
FOXA vs ALLY
+54.4%
+66.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.1% |
| 7D | +5.4% | +0.9% | +4.5% | +5.1% |
| 30D | +6.3% | +3.1% | +3.2% | +5.5% |
| 3M | +8.3% | -12.6% | +20.9% | +11.6% |
| 6M | +7.6% | -12.4% | +20.0% | +10.2% |
| YTD | -7.9% | -13.2% | +5.2% | -5.7% |
| 1Y | +2.4% | +1.8% | +0.5% | +0.4% |
| 3Y | +120.3% | +58.0% | +62.4% | +84.6% |
| All | +120.3% | +54.4% | +66.0% | +84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling