+99.6%
FOXA vs AMC
-97.6%
+197.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.7% | +6.8% | +4.2% |
| 7D | +2.7% | +3.5% | -0.8% | +2.6% |
| 30D | +10.0% | +12.5% | -2.5% | +9.6% |
| 3M | +5.0% | +23.6% | -18.6% | +4.2% |
| 6M | +3.4% | +144.4% | -141.0% | +0.2% |
| YTD | -5.5% | +108.3% | -113.8% | -8.2% |
| 1Y | +5.5% | +38.9% | -33.4% | +3.6% |
| 3Y | +139.3% | -58.9% | +198.2% | +138.7% |
| 5Y | +77.2% | -99.2% | +176.4% | +88.6% |
| All | +99.6% | -97.6% | +197.2% | +92.2% |
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