+69.8%
APA vs COO
-41.6%
+111.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.5% | +3.1% |
| 7D | -15.5% | +4.7% | -20.2% | -16.7% |
| 30D | +2.4% | +13.9% | -11.5% | -1.5% |
| 3M | +22.8% | -14.9% | +37.7% | +27.8% |
| 6M | +17.9% | +2.0% | +15.9% | +14.9% |
| YTD | +87.7% | -23.9% | +111.6% | +101.7% |
| 1Y | +94.2% | -9.6% | +103.8% | +95.3% |
| 3Y | +27.2% | -25.4% | +52.6% | +31.7% |
| All | +69.8% | -41.6% | +111.4% | +89.4% |
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