+125.2%
FOXA vs AMDL
+117.8%
+7.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.7% | -12.0% | -0.5% |
| 7D | -0.6% | +19.9% | -20.6% | -1.1% |
| 30D | +2.3% | +6.3% | -3.9% | +2.1% |
| 3M | -2.8% | -9.9% | +7.0% | -3.4% |
| 6M | +9.6% | +394.3% | -384.7% | -0.1% |
| YTD | -9.9% | +257.3% | -267.2% | -17.1% |
| 1Y | +5.4% | +508.5% | -503.2% | -8.3% |
| All | +125.2% | +117.8% | +7.4% | +84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling