+157.1%
AMGN vs FOXA
+92.4%
+64.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.5% |
| 7D | -13.7% | +0.8% | -14.5% | -13.8% |
| 30D | -8.8% | +5.0% | -13.8% | -9.7% |
| 3M | +7.2% | -3.0% | +10.2% | +7.2% |
| 6M | +1.3% | +14.8% | -13.5% | -2.1% |
| YTD | +17.6% | -8.9% | +26.6% | +18.6% |
| 1Y | +37.2% | +13.3% | +23.8% | +32.1% |
| 3Y | +57.7% | +115.4% | -57.7% | +32.2% |
| 5Y | +106.3% | +95.3% | +11.0% | +73.7% |
| All | +157.1% | +92.4% | +64.8% | +103.9% |
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