-30.9%
AMT vs FOXA
+87.1%
-118.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.1% |
| 7D | +1.5% | -5.4% | +6.9% | +2.2% |
| 30D | +3.7% | +1.1% | +2.6% | +3.5% |
| 3M | -7.2% | -6.1% | -1.1% | -6.8% |
| 6M | -4.2% | +8.2% | -12.4% | -5.6% |
| YTD | +1.9% | -11.8% | +13.7% | +3.2% |
| 1Y | -6.4% | +9.9% | -16.3% | -8.4% |
| 3Y | +7.7% | +110.7% | -103.0% | -10.5% |
| 5Y | -30.9% | +86.9% | -117.8% | -42.3% |
| All | -30.9% | +87.1% | -118.0% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling