+207.2%
AMZN vs FOXA
+90.3%
+116.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +0.8% | -0.6% | +1.4% | +0.9% |
| 30D | -6.4% | +2.3% | -8.7% | -6.9% |
| 3M | +4.8% | -2.8% | +7.6% | +4.6% |
| 6M | +20.5% | +9.6% | +10.9% | +16.9% |
| YTD | +11.3% | -9.9% | +21.2% | +12.6% |
| 1Y | +9.0% | +5.4% | +3.6% | +6.1% |
| 3Y | +85.9% | +115.3% | -29.4% | +55.1% |
| 5Y | +45.8% | +93.1% | -47.3% | +23.5% |
| All | +207.2% | +90.3% | +116.9% | +157.4% |
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