+86.9%
FOXA vs APA
+177.1%
-90.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.0% | -5.1% | -2.6% |
| 7D | -5.4% | +0.3% | -5.7% | -5.5% |
| 30D | +1.1% | +9.3% | -8.2% | -0.4% |
| 3M | -6.1% | +23.3% | -29.5% | -9.5% |
| 6M | +8.2% | +39.5% | -31.2% | +1.5% |
| YTD | -11.8% | +87.6% | -99.4% | -21.5% |
| 1Y | +9.9% | +114.2% | -104.3% | -5.1% |
| 3Y | +110.7% | +13.6% | +97.2% | +96.3% |
| 5Y | +86.9% | +175.6% | -88.7% | +37.8% |
| All | +86.9% | +177.1% | -90.1% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling