+147.1%
AMAT vs FOXA
+76.9%
+70.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.1% | -6.9% | -4.0% |
| 7D | +11.4% | +2.7% | +8.7% | +10.5% |
| 30D | -17.0% | +10.0% | -27.0% | -19.6% |
| 3M | -30.6% | +5.0% | -35.6% | -32.2% |
| 6M | -14.9% | +3.4% | -18.3% | -17.5% |
| YTD | +44.7% | -5.5% | +50.2% | +46.1% |
| 1Y | +66.9% | +5.5% | +61.4% | +58.8% |
| 3Y | +153.3% | +139.3% | +14.0% | +47.4% |
| All | +147.1% | +76.9% | +70.2% | +69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling