+527.5%
APP vs COF
+58.1%
+469.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.2% | +3.4% |
| 7D | +4.6% | -3.4% | +7.9% | +6.8% |
| 30D | +56.0% | +0.4% | +55.7% | +55.0% |
| 3M | +30.8% | -12.5% | +43.4% | +41.4% |
| 6M | -9.8% | +8.3% | -18.1% | -15.1% |
| YTD | -39.3% | -18.6% | -20.7% | -32.4% |
| 1Y | -26.4% | -8.6% | -17.8% | -23.9% |
| 3Y | +887.9% | +94.7% | +793.3% | +523.2% |
| 5Y | +264.1% | +35.3% | +228.8% | +146.7% |
| All | +527.5% | +58.1% | +469.3% | +323.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 10y: compounded portfolio wealth divided by compounded COF 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…
10y analysis · Full analysis span regression · 6 months rolling