+93.0%
FOXA vs APTV
-69.7%
+162.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.6% | +1.5% |
| 7D | -3.7% | -1.8% | -1.9% | -3.4% |
| 30D | +5.4% | -7.9% | +13.3% | +7.1% |
| 3M | -3.7% | -29.9% | +26.2% | +3.4% |
| 6M | +12.6% | -36.6% | +49.2% | +22.4% |
| YTD | -10.0% | -40.0% | +30.0% | -1.1% |
| 1Y | +15.0% | -44.0% | +59.1% | +28.2% |
| 3Y | +115.1% | -54.5% | +169.6% | +145.9% |
| 5Y | +93.0% | -68.8% | +161.8% | +133.9% |
| All | +93.0% | -69.7% | +162.7% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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