+90.1%
FOXA vs APA
+64.9%
+25.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.2% |
| 7D | -3.7% | +0.8% | -4.5% | -3.9% |
| 30D | +5.4% | +9.6% | -4.3% | +3.7% |
| 3M | -3.7% | +18.0% | -21.7% | -6.4% |
| 6M | +12.6% | +41.9% | -29.3% | +5.7% |
| YTD | -10.0% | +86.3% | -96.3% | -19.2% |
| 1Y | +15.0% | +97.9% | -82.8% | +1.7% |
| 3Y | +115.1% | +12.8% | +102.3% | +102.1% |
| 5Y | +93.0% | +177.2% | -84.2% | +52.4% |
| All | +90.1% | +64.9% | +25.3% | +36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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