+331.1%
AMD vs FOXA
+119.1%
+212.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.4% | +8.1% | +5.3% |
| 7D | +2.6% | -4.0% | +6.5% | +3.2% |
| 30D | -0.9% | +12.0% | -12.9% | -2.8% |
| 3M | -8.7% | +0.3% | -9.0% | -9.2% |
| 6M | +136.3% | +12.5% | +123.9% | +125.0% |
| YTD | +123.0% | -9.6% | +132.6% | +130.1% |
| 1Y | +195.2% | +8.6% | +186.6% | +181.7% |
| All | +331.1% | +119.1% | +212.0% | +269.0% |
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 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