+2,093.3%
AMD vs FOXA
+96.5%
+1,996.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +1.1% | +13.6% | +14.4% |
| 7D | +6.5% | +0.4% | +6.1% | +6.5% |
| 30D | -15.3% | +7.9% | -23.2% | -17.2% |
| 3M | +9.7% | +6.7% | +3.0% | +7.1% |
| 6M | +13.2% | +7.5% | +5.7% | +8.1% |
| YTD | +140.6% | -6.9% | +147.5% | +141.3% |
| 1Y | +111.2% | +2.2% | +109.0% | +104.5% |
| 3Y | +334.4% | +131.4% | +203.0% | +209.9% |
| 5Y | +268.3% | +76.2% | +192.1% | +185.3% |
| All | +2,093.3% | +96.5% | +1,996.8% | +1,384.5% |
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