+357.3%
AMD vs FOXA
+136.9%
+220.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.1% | -12.9% | -9.3% |
| 7D | +18.9% | +2.7% | +16.3% | +18.5% |
| 30D | -6.4% | +10.0% | -16.4% | -7.6% |
| 3M | +10.6% | +5.0% | +5.6% | +9.7% |
| 6M | +19.9% | +3.4% | +16.5% | +18.8% |
| YTD | +149.4% | -5.5% | +154.9% | +155.7% |
| 1Y | +115.4% | +5.5% | +109.9% | +112.0% |
| 3Y | +357.3% | +139.3% | +218.0% | +313.4% |
| All | +357.3% | +136.9% | +220.4% | +313.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling