+671.4%
AAPL vs FOXA
+92.4%
+579.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.6% | +1.4% |
| 7D | +3.8% | +0.8% | +3.0% | +3.6% |
| 30D | +9.9% | +5.0% | +4.9% | +8.1% |
| 3M | +12.5% | -3.0% | +15.5% | +12.3% |
| 6M | +27.6% | +14.8% | +12.9% | +20.1% |
| YTD | +22.6% | -8.9% | +31.5% | +24.1% |
| 1Y | +45.0% | +13.3% | +31.7% | +35.9% |
| 3Y | +87.8% | +115.4% | -27.7% | +42.0% |
| 5Y | +128.7% | +95.3% | +33.4% | +76.0% |
| All | +671.4% | +92.4% | +579.1% | +452.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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