+15.9%
AMT vs FOXA
+90.8%
-74.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.5% |
| 7D | -0.2% | -4.0% | +3.7% | +0.5% |
| 30D | +4.6% | +12.0% | -7.3% | +2.5% |
| 3M | -8.4% | +0.3% | -8.7% | -9.0% |
| 6M | -6.0% | +12.5% | -18.5% | -8.7% |
| YTD | +2.1% | -9.6% | +11.8% | +3.2% |
| 1Y | -6.4% | +8.6% | -15.0% | -8.9% |
| 3Y | +8.1% | +118.5% | -110.5% | -11.4% |
| 5Y | -31.9% | +88.8% | -120.7% | -43.2% |
| All | +15.9% | +90.8% | -74.9% | -18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling