+2,053.0%
AMD vs FOXA
+90.3%
+1,962.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.3% | +6.2% | +6.0% |
| 7D | +10.0% | -0.6% | +10.7% | +10.1% |
| 30D | +4.6% | +2.3% | +2.3% | +3.8% |
| 3M | +3.1% | -2.8% | +6.0% | +2.6% |
| 6M | +162.8% | +9.6% | +153.2% | +149.0% |
| YTD | +136.2% | -9.9% | +146.0% | +139.9% |
| 1Y | +234.0% | +5.4% | +228.6% | +217.8% |
| 3Y | +376.7% | +115.3% | +261.4% | +249.0% |
| 5Y | +376.3% | +93.1% | +283.3% | +261.1% |
| All | +2,053.0% | +90.3% | +1,962.7% | +1,376.3% |
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