+45.2%
AMZN vs FOXA
+90.4%
-45.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.8% |
| 7D | -2.7% | -3.7% | +1.0% | -1.7% |
| 30D | -7.5% | +5.4% | -12.8% | -8.9% |
| 3M | +5.8% | -3.7% | +9.6% | +5.9% |
| 6M | +17.5% | +12.6% | +5.0% | +11.3% |
| YTD | +9.1% | -10.0% | +19.1% | +11.2% |
| 1Y | +9.4% | +15.0% | -5.7% | +1.8% |
| 3Y | +82.2% | +115.1% | -32.9% | +34.7% |
| 5Y | +45.2% | +93.0% | -47.8% | +7.9% |
| All | +45.2% | +90.4% | -45.2% | +7.9% |
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 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