+107.2%
APA vs COO
-7.7%
+114.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +5.9% | -12.8% | -5.8% |
| 7D | -13.0% | +8.4% | -21.4% | -11.7% |
| 30D | +2.0% | +13.5% | -11.5% | +4.1% |
| 3M | +24.9% | -13.8% | +38.7% | +23.5% |
| 6M | +7.2% | +4.7% | +2.4% | +9.6% |
| YTD | +87.1% | -21.4% | +108.5% | +99.7% |
| 1Y | +107.2% | -6.7% | +113.9% | +115.7% |
| All | +107.2% | -7.7% | +114.8% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling