+113.1%
FOXA vs APA
+9.4%
+103.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.6% |
| 7D | -0.6% | -1.7% | +1.1% | -0.4% |
| 30D | +2.3% | +15.7% | -13.4% | -0.2% |
| 3M | -2.8% | +16.5% | -19.3% | -5.3% |
| 6M | +9.6% | +35.1% | -25.5% | +3.5% |
| YTD | -9.9% | +82.2% | -92.1% | -19.3% |
| 1Y | +5.4% | +102.5% | -97.1% | -8.0% |
| All | +113.1% | +9.4% | +103.7% | +98.8% |
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