+848.7%
APA vs COO
+5,988.7%
-5,140.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -3.1% |
| 7D | +0.5% | -2.2% | +2.8% | +0.7% |
| 30D | +23.4% | -7.0% | +30.4% | +24.2% |
| 3M | +12.7% | +12.2% | +0.5% | +11.4% |
| 6M | +39.4% | -15.1% | +54.5% | +41.0% |
| YTD | +79.0% | -15.1% | +94.0% | +80.9% |
| 1Y | +88.8% | +2.3% | +86.5% | +87.7% |
| 3Y | +6.4% | -23.7% | +30.0% | +8.0% |
| 5Y | +153.0% | -38.9% | +191.9% | +161.0% |
| 10Y | +7.5% | +49.9% | -42.4% | +5.0% |
| All | +848.7% | +5,988.7% | -5,140.0% | +690.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling