+500.0%
APP vs FOXA
+88.8%
+411.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.5% | +11.4% | +10.6% |
| 7D | +71.2% | +5.4% | +65.8% | +66.2% |
| 30D | +39.1% | +6.3% | +32.8% | +34.4% |
| 3M | +16.5% | +8.3% | +8.2% | +11.3% |
| 6M | -16.6% | +7.6% | -24.1% | -23.0% |
| YTD | -41.9% | -7.9% | -34.0% | -41.1% |
| 1Y | -37.0% | +2.4% | -39.4% | -40.1% |
| 3Y | +892.4% | +120.3% | +772.1% | +478.4% |
| 5Y | +297.3% | +71.0% | +226.3% | +148.3% |
| All | +500.0% | +88.8% | +411.2% | +266.7% |
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