+624.9%
APH vs FOXA
+98.3%
+526.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | +0.4% | -2.4% | +2.8% | +1.1% |
| 30D | -8.0% | +8.6% | -16.6% | -10.3% |
| 3M | -5.0% | +9.9% | -14.9% | -8.2% |
| 6M | +29.9% | +0.8% | +29.1% | +27.2% |
| YTD | +18.0% | -6.1% | +24.1% | +17.7% |
| 1Y | +11.3% | +3.3% | +8.1% | +7.3% |
| 3Y | +274.9% | +133.5% | +141.4% | +161.6% |
| 5Y | +300.6% | +75.8% | +224.8% | +206.0% |
| All | +624.9% | +98.3% | +526.6% | +367.6% |
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