+90.3%
FOXA vs AMBA
+45.2%
+45.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | -0.6% | -6.4% | +5.8% | +0.2% |
| 30D | +2.3% | -26.8% | +29.2% | +6.4% |
| 3M | -2.8% | -7.6% | +4.8% | -3.5% |
| 6M | +9.6% | +21.2% | -11.6% | +3.7% |
| YTD | -9.9% | -10.4% | +0.5% | -11.4% |
| 1Y | +5.4% | -24.4% | +29.8% | +5.2% |
| 3Y | +115.3% | +6.0% | +109.3% | +95.4% |
| 5Y | +93.1% | -53.9% | +147.0% | +82.8% |
| All | +90.3% | +45.2% | +45.1% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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