+90.1%
FOXA vs APD
+90.6%
-0.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.3% |
| 7D | -3.7% | -3.5% | -0.3% | -2.5% |
| 30D | +5.4% | -5.1% | +10.4% | +7.4% |
| 3M | -3.7% | +6.9% | -10.6% | -6.1% |
| 6M | +12.6% | +8.1% | +4.5% | +9.2% |
| YTD | -10.0% | +21.2% | -31.2% | -16.7% |
| 1Y | +15.0% | +4.9% | +10.2% | +11.9% |
| 3Y | +115.1% | +6.3% | +108.8% | +103.4% |
| 5Y | +93.0% | +24.3% | +68.8% | +66.3% |
| All | +90.1% | +90.6% | -0.4% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling