+12.7%
FOXA vs ALM
+319.5%
-306.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -2.1% |
| 7D | -5.4% | +3.6% | -9.0% | -5.4% |
| 30D | +1.1% | +33.8% | -32.7% | +1.0% |
| 3M | -6.1% | +14.8% | -20.9% | -6.4% |
| 6M | +8.2% | -7.0% | +15.2% | +8.3% |
| YTD | -11.8% | +108.1% | -119.8% | -11.8% |
| All | +12.7% | +319.5% | -306.7% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling