+86.3%
FOXA vs APTV
-45.7%
+132.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -1.4% |
| 7D | -5.4% | -1.2% | -4.3% | -5.2% |
| 30D | +1.1% | -10.6% | +11.8% | +4.1% |
| 3M | -6.1% | -35.0% | +28.9% | +4.6% |
| 6M | +8.2% | -38.9% | +47.1% | +21.1% |
| YTD | -11.8% | -41.5% | +29.7% | -0.5% |
| 1Y | +9.9% | -45.8% | +55.7% | +26.3% |
| 3Y | +110.7% | -55.7% | +166.4% | +148.8% |
| 5Y | +86.9% | -70.1% | +157.0% | +140.2% |
| All | +86.3% | -45.7% | +132.0% | +88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling