+59.9%
AMGN vs FOXA
+115.1%
-55.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.5% |
| 7D | -13.9% | -3.7% | -10.1% | -13.4% |
| 30D | -7.1% | +5.4% | -12.5% | -7.9% |
| 3M | +13.9% | -3.7% | +17.6% | +14.1% |
| 6M | +3.2% | +12.6% | -9.3% | +0.5% |
| YTD | +19.2% | -10.0% | +29.2% | +21.3% |
| 1Y | +41.1% | +15.0% | +26.1% | +34.5% |
| All | +59.9% | +115.1% | -55.2% | +20.6% |
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