+86.3%
FOXA vs AMCR
+17.6%
+68.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -1.1% |
| 7D | -5.4% | -6.3% | +0.9% | -3.1% |
| 30D | +1.1% | -7.1% | +8.3% | +3.9% |
| 3M | -6.1% | +12.7% | -18.8% | -10.8% |
| 6M | +8.2% | +5.2% | +3.1% | +4.8% |
| YTD | -11.8% | +8.1% | -19.9% | -16.5% |
| 1Y | +9.9% | +11.7% | -1.8% | +2.2% |
| 3Y | +110.7% | +9.9% | +100.8% | +92.2% |
| 5Y | +86.9% | -8.7% | +95.6% | +83.0% |
| All | +86.3% | +17.6% | +68.6% | +50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling