+45.0%
ADP vs FOXA
+87.1%
-42.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.5% |
| 7D | -5.7% | -5.4% | -0.2% | -4.3% |
| 30D | -3.1% | +1.1% | -4.2% | -3.5% |
| 3M | +15.6% | -6.1% | +21.7% | +16.4% |
| 6M | +20.8% | +8.2% | +12.6% | +16.9% |
| YTD | +4.7% | -11.8% | +16.5% | +6.8% |
| 1Y | -8.3% | +9.9% | -18.2% | -11.9% |
| 3Y | +13.6% | +110.7% | -97.2% | -9.2% |
| 5Y | +45.0% | +86.9% | -41.9% | +16.2% |
| All | +45.0% | +87.1% | -42.1% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling