+378.5%
APP vs FOXA
+84.8%
+293.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.5% |
| 7D | +0.1% | -0.6% | +0.7% | +0.3% |
| 30D | -10.0% | +2.3% | -12.4% | -11.3% |
| 3M | -44.6% | -2.8% | -41.8% | -45.3% |
| 6M | -37.9% | +9.6% | -47.5% | -43.5% |
| YTD | -53.7% | -9.9% | -43.8% | -52.3% |
| 1Y | -43.0% | +5.4% | -48.3% | -46.9% |
| 3Y | +640.8% | +115.3% | +525.5% | +337.2% |
| 5Y | +358.8% | +93.1% | +265.8% | +204.0% |
| All | +378.5% | +84.8% | +293.7% | +196.6% |
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