+86.9%
FOXA vs APD
+25.2%
+61.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | -5.4% | -4.6% | -0.8% | -4.1% |
| 30D | +1.1% | -4.2% | +5.3% | +2.4% |
| 3M | -6.1% | +5.0% | -11.1% | -7.5% |
| 6M | +8.2% | +8.9% | -0.7% | +5.5% |
| YTD | -11.8% | +21.9% | -33.7% | -17.1% |
| 1Y | +9.9% | +5.6% | +4.4% | +7.6% |
| 3Y | +110.7% | +6.9% | +103.9% | +102.7% |
| 5Y | +86.9% | +25.3% | +61.6% | +64.1% |
| All | +86.9% | +25.2% | +61.7% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling