+90.8%
FOXA vs APA
+58.4%
+32.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.2% | -2.9% |
| 7D | -4.0% | +0.5% | -4.5% | -4.1% |
| 30D | +12.0% | +23.4% | -11.4% | +8.2% |
| 3M | +0.3% | +12.7% | -12.4% | -1.9% |
| 6M | +12.5% | +39.4% | -26.9% | +5.9% |
| YTD | -9.6% | +79.0% | -88.6% | -18.4% |
| 1Y | +8.6% | +88.8% | -80.2% | -3.4% |
| 3Y | +118.5% | +6.4% | +112.2% | +107.3% |
| 5Y | +88.8% | +153.0% | -64.2% | +51.1% |
| All | +90.8% | +58.4% | +32.5% | +37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling