+14.0%
AMT vs FOXA
+90.1%
-76.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.5% | -1.8% |
| 7D | -2.7% | -3.7% | +1.1% | -2.0% |
| 30D | +2.0% | +5.4% | -3.3% | +1.0% |
| 3M | -9.3% | -3.7% | -5.6% | -9.1% |
| 6M | -5.2% | +12.6% | -17.8% | -7.9% |
| YTD | +0.5% | -10.0% | +10.4% | +1.6% |
| 1Y | -7.3% | +15.0% | -22.3% | -10.7% |
| 3Y | +6.2% | +115.1% | -108.9% | -12.6% |
| 5Y | -31.2% | +93.0% | -124.2% | -42.9% |
| All | +14.0% | +90.1% | -76.1% | -19.7% |
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