+15.3%
ADP vs FOXA
+115.3%
-100.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | -5.5% | -0.6% | -4.9% | -5.3% |
| 30D | -1.2% | +2.3% | -3.6% | -1.9% |
| 3M | +17.9% | -2.8% | +20.7% | +17.4% |
| 6M | +20.3% | +9.6% | +10.7% | +16.1% |
| YTD | +5.8% | -9.9% | +15.7% | +6.9% |
| 1Y | -7.7% | +5.4% | -13.1% | -10.3% |
| All | +15.3% | +115.3% | -100.0% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling