+1,214.2%
AMAT vs FOXA
+90.3%
+1,124.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | +7.0% | -0.6% | +7.6% | +7.1% |
| 30D | -12.2% | +2.3% | -14.5% | -13.4% |
| 3M | -3.8% | -2.8% | -1.0% | -4.8% |
| 6M | +45.9% | +9.6% | +36.3% | +35.8% |
| YTD | +84.6% | -9.9% | +94.5% | +87.1% |
| 1Y | +193.4% | +5.4% | +188.0% | +173.7% |
| 3Y | +228.1% | +115.3% | +112.8% | +113.3% |
| 5Y | +268.9% | +93.1% | +175.9% | +151.5% |
| All | +1,214.2% | +90.3% | +1,124.0% | +684.8% |
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