+90.8%
FOXA vs AME
+210.5%
-119.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.5% | -4.9% | -4.1% |
| 7D | -4.0% | +0.6% | -4.6% | -4.3% |
| 30D | +12.0% | -6.7% | +18.7% | +15.6% |
| 3M | +0.3% | +4.1% | -3.8% | -2.6% |
| 6M | +12.5% | +1.6% | +10.9% | +9.9% |
| YTD | -9.6% | +16.1% | -25.8% | -17.8% |
| 1Y | +8.6% | +27.3% | -18.7% | -6.0% |
| 3Y | +118.5% | +50.9% | +67.7% | +69.2% |
| 5Y | +88.8% | +81.4% | +7.4% | +29.7% |
| All | +90.8% | +210.5% | -119.7% | -11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling