+90.8%
FOXA vs ALM
+1,151.4%
-1,060.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.3% |
| 7D | -4.0% | -2.6% | -1.4% | -3.9% |
| 30D | +12.0% | +32.0% | -20.0% | +11.1% |
| 3M | +0.3% | -15.0% | +15.3% | +0.4% |
| 6M | +12.5% | -10.1% | +22.6% | +12.1% |
| YTD | -9.6% | +99.4% | -109.1% | -12.2% |
| 1Y | +8.6% | +316.4% | -307.8% | +2.8% |
| 3Y | +118.5% | +2,022.0% | -1,903.4% | +93.7% |
| 5Y | +88.8% | +941.2% | -852.4% | +69.1% |
| All | +90.8% | +1,151.4% | -1,060.6% | +65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling