+98.3%
FOXA vs AMBA
+42.9%
+55.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | +0.5% |
| 7D | -2.4% | +2.6% | -5.0% | -2.8% |
| 30D | +8.6% | -3.6% | +12.2% | +8.9% |
| 3M | +9.9% | -24.6% | +34.5% | +13.2% |
| 6M | +0.8% | -21.6% | +22.4% | +1.2% |
| YTD | -6.1% | -11.8% | +5.7% | -8.0% |
| 1Y | +3.3% | -33.2% | +36.5% | +4.8% |
| 3Y | +133.5% | +24.5% | +109.0% | +105.7% |
| 5Y | +75.8% | -67.7% | +143.5% | +77.7% |
| All | +98.3% | +42.9% | +55.4% | +27.1% |
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