+99.6%
FOXA vs AME
+216.7%
-117.1%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.4% | +3.7% | +3.9% |
| 7D | +2.7% | +5.9% | -3.2% | -0.1% |
| 30D | +10.0% | -1.9% | +11.9% | +10.5% |
| 3M | +5.0% | -5.4% | +10.4% | +7.0% |
| 6M | +3.4% | +4.9% | -1.5% | -0.7% |
| YTD | -5.5% | +18.5% | -23.9% | -15.5% |
| 1Y | +5.5% | +25.5% | -19.9% | -8.5% |
| 3Y | +139.3% | +63.0% | +76.3% | +76.8% |
| 5Y | +77.2% | +78.3% | -1.1% | +22.5% |
| All | +99.6% | +216.7% | -117.1% | -9.1% |
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