+93.1%
FOXA vs AMCR
-12.3%
+105.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.7% | +1.6% |
| 7D | +0.8% | -6.3% | +7.1% | +2.5% |
| 30D | +5.0% | -7.8% | +12.8% | +7.3% |
| 3M | -3.0% | +7.5% | -10.6% | -5.2% |
| 6M | +14.8% | +2.7% | +12.1% | +13.2% |
| YTD | -8.9% | +6.0% | -14.9% | -12.0% |
| 1Y | +13.3% | +7.8% | +5.5% | +8.7% |
| 3Y | +115.4% | +5.8% | +109.6% | +103.1% |
| All | +93.1% | -12.3% | +105.5% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 5y: compounded portfolio wealth divided by compounded AMCR 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…
5y analysis · Full analysis span regression · 6 months rolling