+125.8%
FOXA vs AMDL
+95.0%
+30.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +9.2% | -12.6% | -3.6% |
| 7D | -4.0% | +4.5% | -8.5% | -4.1% |
| 30D | +12.0% | -4.4% | +16.4% | +12.0% |
| 3M | +0.3% | -30.5% | +30.7% | +0.3% |
| 6M | +12.5% | +300.9% | -288.4% | +3.3% |
| YTD | -9.6% | +219.9% | -229.6% | -16.7% |
| 1Y | +8.6% | +374.7% | -366.1% | -4.3% |
| All | +125.8% | +95.0% | +30.8% | +85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling