+527.5%
APP vs FOXA
+93.9%
+433.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.1% | -0.2% | +1.9% |
| 7D | +4.6% | +2.7% | +1.9% | +3.3% |
| 30D | +56.0% | +10.0% | +46.0% | +48.3% |
| 3M | +30.8% | +5.0% | +25.8% | +27.0% |
| 6M | -9.8% | +3.4% | -13.2% | -14.2% |
| YTD | -39.3% | -5.5% | -33.8% | -39.1% |
| 1Y | -26.4% | +5.5% | -32.0% | -31.1% |
| 3Y | +887.9% | +139.3% | +748.6% | +446.9% |
| 5Y | +264.1% | +77.2% | +186.9% | +125.2% |
| All | +527.5% | +93.9% | +433.6% | +278.8% |
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