+1,164.0%
AMAT vs FOXA
+90.8%
+1,073.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.4% | +7.7% | +5.6% |
| 7D | -1.5% | -4.0% | +2.5% | -0.1% |
| 30D | -14.8% | +12.0% | -26.8% | -18.9% |
| 3M | -9.3% | +0.3% | -9.5% | -11.5% |
| 6M | +27.4% | +12.5% | +14.9% | +17.1% |
| YTD | +77.6% | -9.6% | +87.2% | +79.8% |
| 1Y | +188.9% | +8.6% | +180.4% | +165.8% |
| 3Y | +202.3% | +118.5% | +83.8% | +95.1% |
| 5Y | +248.9% | +88.8% | +160.2% | +140.3% |
| All | +1,164.0% | +90.8% | +1,073.1% | +654.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling