+115.3%
FOXA vs APD
+10.0%
+105.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -0.6% | -2.5% | +1.9% | 0.0% |
| 30D | +2.3% | -1.9% | +4.2% | +2.8% |
| 3M | -2.8% | +8.2% | -11.1% | -4.7% |
| 6M | +9.6% | +10.7% | -1.2% | +6.9% |
| YTD | -9.9% | +22.9% | -32.8% | -14.6% |
| 1Y | +5.4% | +5.8% | -0.4% | +3.7% |
| 3Y | +115.3% | +7.8% | +107.5% | +106.1% |
| All | +115.3% | +10.0% | +105.3% | +106.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling