+646.2%
APH vs FOXA
+90.3%
+555.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +0.2% | -0.6% | +0.8% | +0.3% |
| 30D | -3.3% | +2.3% | -5.7% | -4.2% |
| 3M | +14.0% | -2.8% | +16.9% | +13.6% |
| 6M | +24.4% | +9.6% | +14.8% | +18.2% |
| YTD | +21.4% | -9.9% | +31.3% | +23.1% |
| 1Y | +48.9% | +5.4% | +43.6% | +41.9% |
| 3Y | +290.1% | +115.3% | +174.8% | +180.5% |
| 5Y | +352.8% | +93.1% | +259.7% | +233.2% |
| All | +646.2% | +90.3% | +555.9% | +389.1% |
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