+86.9%
FOXA vs ALM
+958.0%
-871.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.1% | +2.0% | -2.0% |
| 7D | -5.4% | +3.6% | -9.0% | -5.5% |
| 30D | +1.1% | +33.8% | -32.7% | +0.2% |
| 3M | -6.1% | +14.8% | -20.9% | -6.9% |
| 6M | +8.2% | -7.0% | +15.2% | +7.7% |
| YTD | -11.8% | +108.1% | -119.8% | -15.0% |
| 1Y | +9.9% | +313.8% | -303.9% | +2.5% |
| 3Y | +110.7% | +2,227.6% | -2,116.9% | +77.4% |
| 5Y | +86.9% | +956.6% | -869.7% | +63.0% |
| All | +86.9% | +958.0% | -871.1% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling