+90.8%
FOXA vs APD
+95.5%
-4.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -3.0% |
| 7D | -4.0% | -2.2% | -1.7% | -3.2% |
| 30D | +12.0% | +2.1% | +9.9% | +11.1% |
| 3M | +0.3% | +7.2% | -6.9% | -2.4% |
| 6M | +12.5% | +11.2% | +1.2% | +7.9% |
| YTD | -9.6% | +24.4% | -34.0% | -17.2% |
| 1Y | +8.6% | +6.7% | +1.9% | +5.0% |
| 3Y | +118.5% | +9.2% | +109.3% | +104.6% |
| 5Y | +88.8% | +27.4% | +61.4% | +61.1% |
| All | +90.8% | +95.5% | -4.7% | +16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling