+126.8%
FOXA vs AMDL
+145.7%
-18.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +11.9% | -15.2% | -3.6% |
| 7D | -2.9% | +103.5% | -106.4% | -4.3% |
| 30D | +5.1% | -18.3% | +23.4% | +5.0% |
| 3M | +4.7% | +20.1% | -15.4% | +3.6% |
| 6M | -0.2% | +15.9% | -16.1% | -2.5% |
| YTD | -9.2% | +303.0% | -312.3% | -17.2% |
| 1Y | -0.6% | +164.0% | -164.6% | -7.6% |
| All | +126.8% | +145.7% | -18.8% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 AMDL 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