+500.0%
APP vs COO
-36.3%
+536.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.8% | +11.7% | +10.7% |
| 7D | +71.2% | +4.7% | +66.5% | +67.3% |
| 30D | +39.1% | +13.9% | +25.2% | +30.6% |
| 3M | +16.5% | -14.9% | +31.5% | +24.2% |
| 6M | -16.6% | +2.0% | -18.6% | -20.0% |
| YTD | -41.9% | -23.9% | -18.0% | -34.9% |
| 1Y | -37.0% | -9.6% | -27.4% | -36.4% |
| 3Y | +892.4% | -25.4% | +917.9% | +906.5% |
| 5Y | +297.3% | -41.2% | +338.5% | +333.4% |
| All | +500.0% | -36.3% | +536.4% | +553.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling