+90.9%
APA vs COO
-40.4%
+131.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | +8.5% | +0.5% | +8.1% | +8.4% |
| 30D | +2.8% | +14.2% | -11.4% | -1.2% |
| 3M | +21.7% | -18.2% | +39.9% | +28.2% |
| 6M | +32.6% | +5.3% | +27.3% | +27.7% |
| YTD | +103.7% | -23.6% | +127.3% | +118.9% |
| 1Y | +101.8% | -12.7% | +114.5% | +105.8% |
| 3Y | +48.1% | -24.2% | +72.2% | +52.2% |
| All | +90.9% | -40.4% | +131.2% | +116.8% |
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