+94.4%
FOXA vs AMBA
+33.9%
+60.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.1% | -7.6% | -2.3% |
| 7D | +5.4% | -7.2% | +12.6% | +6.3% |
| 30D | +6.3% | -10.4% | +16.7% | +7.4% |
| 3M | +8.3% | -30.1% | +38.4% | +12.6% |
| 6M | +7.6% | -22.4% | +30.0% | +8.1% |
| YTD | -7.9% | -17.3% | +9.4% | -9.1% |
| 1Y | +2.4% | -35.4% | +37.8% | +4.2% |
| 3Y | +120.3% | +18.6% | +101.7% | +95.1% |
| 5Y | +71.0% | -69.8% | +140.8% | +74.1% |
| All | +94.4% | +33.9% | +60.5% | +25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling