+129.8%
FOXA vs APA
+43.6%
+86.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.0% | -5.3% | -3.6% |
| 7D | -2.9% | +9.6% | -12.5% | -4.1% |
| 30D | +5.1% | -0.2% | +5.4% | +4.9% |
| 3M | +4.7% | +19.8% | -15.2% | +1.5% |
| 6M | -0.2% | +30.1% | -30.3% | -4.7% |
| YTD | -9.2% | +100.4% | -109.7% | -19.8% |
| 1Y | -0.6% | +105.2% | -105.8% | -12.7% |
| All | +129.8% | +43.6% | +86.2% | +104.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling