+391.7%
APP vs FOXA
+85.4%
+306.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.4% | +5.6% | +3.9% |
| 7D | +0.9% | -4.0% | +4.8% | +2.8% |
| 30D | -23.3% | +12.0% | -35.3% | -28.2% |
| 3M | -42.6% | +0.3% | -42.9% | -44.4% |
| 6M | -33.6% | +12.5% | -46.1% | -40.6% |
| YTD | -52.4% | -9.6% | -42.8% | -51.1% |
| 1Y | -35.9% | +8.6% | -44.5% | -41.4% |
| 3Y | +642.2% | +118.5% | +523.7% | +333.4% |
| 5Y | +311.1% | +88.8% | +222.3% | +169.8% |
| All | +391.7% | +85.4% | +306.3% | +204.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling