-39.3%
APP vs FOXA
+2.8%
-42.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.1% | -3.4% |
| 7D | +61.1% | +0.4% | +60.7% | +60.4% |
| 30D | +42.8% | +7.9% | +34.8% | +39.8% |
| 3M | +16.7% | +6.7% | +10.0% | +14.5% |
| 6M | -15.6% | +7.5% | -23.1% | -20.3% |
| YTD | -41.3% | -6.9% | -34.4% | -43.1% |
| 1Y | -39.3% | +2.2% | -41.5% | -43.6% |
| All | -39.3% | +2.8% | -42.1% | -43.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling