+930.0%
AMAT vs FOXA
+97.5%
+832.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.6% | +9.8% | +10.8% |
| 7D | -1.1% | +7.9% | -8.9% | -3.7% |
| 30D | -26.9% | +8.5% | -35.4% | -29.3% |
| 3M | -31.2% | +6.2% | -37.4% | -33.4% |
| 6M | -14.7% | +8.0% | -22.7% | -20.1% |
| YTD | +44.7% | -6.5% | +51.2% | +43.8% |
| 1Y | +62.0% | +3.6% | +58.4% | +53.2% |
| 3Y | +165.0% | +136.0% | +28.9% | +64.8% |
| 5Y | +147.1% | +77.7% | +69.4% | +74.5% |
| All | +930.0% | +97.5% | +832.6% | +503.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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