+630.8%
APH vs FOXA
+96.5%
+534.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.8% |
| 7D | -5.0% | +0.4% | -5.4% | -5.2% |
| 30D | -8.4% | +7.9% | -16.3% | -10.5% |
| 3M | -4.5% | +6.7% | -11.2% | -6.9% |
| 6M | +25.3% | +7.5% | +17.8% | +19.7% |
| YTD | +18.9% | -6.9% | +25.9% | +19.0% |
| 1Y | +11.9% | +2.2% | +9.7% | +8.2% |
| 3Y | +278.0% | +131.4% | +146.6% | +164.4% |
| 5Y | +306.4% | +76.2% | +230.2% | +209.9% |
| All | +630.8% | +96.5% | +534.3% | +372.6% |
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