+391.7%
APP vs COF
+78.0%
+313.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.5% |
| 7D | +0.9% | +1.8% | -0.9% | -0.3% |
| 30D | -23.3% | -0.6% | -22.7% | -23.1% |
| 3M | -42.6% | +20.3% | -62.9% | -49.2% |
| 6M | -33.6% | +13.0% | -46.6% | -39.0% |
| YTD | -52.4% | -8.3% | -44.1% | -50.6% |
| 1Y | -35.9% | -1.5% | -34.4% | -36.7% |
| 3Y | +642.2% | +122.3% | +520.0% | +331.5% |
| 5Y | +311.1% | +52.5% | +258.6% | +160.7% |
| All | +391.7% | +78.0% | +313.7% | +209.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling