+92.4%
FOXA vs AME
+215.9%
-123.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | -0.4% |
| 7D | +0.8% | +1.7% | -1.0% | -0.1% |
| 30D | +5.0% | -6.4% | +11.5% | +8.3% |
| 3M | -3.0% | +7.1% | -10.1% | -7.1% |
| 6M | +14.8% | +8.2% | +6.6% | +8.7% |
| YTD | -8.9% | +18.2% | -27.1% | -17.9% |
| 1Y | +13.3% | +26.7% | -13.4% | -1.7% |
| 3Y | +115.4% | +60.7% | +54.7% | +61.3% |
| 5Y | +95.3% | +91.6% | +3.7% | +30.2% |
| All | +92.4% | +215.9% | -123.6% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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