+154.8%
APA vs COO
-38.8%
+193.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.7% |
| 7D | +0.5% | -2.2% | +2.8% | +1.2% |
| 30D | +23.4% | -7.0% | +30.4% | +26.1% |
| 3M | +12.7% | +12.2% | +0.5% | +7.8% |
| 6M | +39.4% | -15.1% | +54.5% | +46.4% |
| YTD | +79.0% | -15.1% | +94.0% | +87.9% |
| 1Y | +88.8% | +2.3% | +86.5% | +83.8% |
| 3Y | +6.4% | -23.7% | +30.0% | +11.6% |
| All | +154.8% | -38.8% | +193.6% | +186.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling