+140.5%
ADP vs FOXA
+99.6%
+40.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.1% | -3.5% | -0.6% |
| 7D | +2.2% | +2.7% | -0.5% | +1.3% |
| 30D | +10.6% | +10.0% | +0.6% | +7.3% |
| 3M | +12.9% | +5.0% | +7.9% | +10.8% |
| 6M | +50.6% | +3.4% | +47.3% | +47.3% |
| YTD | +23.2% | -5.5% | +28.7% | +23.3% |
| 1Y | +25.3% | +5.5% | +19.7% | +21.2% |
| 3Y | +47.1% | +139.3% | -92.2% | +8.6% |
| 5Y | +50.1% | +77.2% | -27.1% | +19.7% |
| All | +140.5% | +99.6% | +40.9% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling