+69.5%
FOXA vs APA
+90.9%
-21.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.0% | -5.3% | -3.6% |
| 7D | -2.9% | +9.6% | -12.5% | -4.2% |
| 30D | +5.1% | -0.2% | +5.4% | +4.9% |
| 3M | +4.7% | +19.8% | -15.2% | +1.3% |
| 6M | -0.2% | +30.1% | -30.3% | -5.0% |
| YTD | -9.2% | +100.4% | -109.7% | -20.1% |
| 1Y | -0.6% | +105.2% | -105.8% | -13.0% |
| 3Y | +125.7% | +44.6% | +81.1% | +101.5% |
| All | +69.5% | +90.9% | -21.5% | +39.5% |
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 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