+97.5%
FOXA vs AMC
-97.5%
+195.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.3% | -6.7% | +1.3% |
| 7D | +7.9% | +6.6% | +1.3% | +7.6% |
| 30D | +8.5% | +14.1% | -5.6% | +8.0% |
| 3M | +6.2% | +31.3% | -25.1% | +5.2% |
| 6M | +8.0% | +126.7% | -118.6% | +4.9% |
| YTD | -6.5% | +117.9% | -124.4% | -9.3% |
| 1Y | +3.6% | +41.1% | -37.5% | +1.6% |
| 3Y | +136.0% | -61.0% | +197.0% | +135.7% |
| 5Y | +77.7% | -99.1% | +176.9% | +88.9% |
| All | +97.5% | -97.5% | +195.0% | +90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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