+520.8%
APP vs COO
-35.7%
+556.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.8% |
| 7D | +48.9% | -2.3% | +51.3% | +50.2% |
| 30D | +49.4% | +13.3% | +36.1% | +40.8% |
| 3M | +27.0% | -18.1% | +45.1% | +38.2% |
| 6M | -15.4% | +6.7% | -22.1% | -20.8% |
| YTD | -39.9% | -23.2% | -16.7% | -32.9% |
| 1Y | -32.0% | -12.3% | -19.7% | -29.9% |
| 3Y | +824.3% | -23.6% | +847.9% | +819.6% |
| 5Y | +252.4% | -38.7% | +291.1% | +289.2% |
| All | +520.8% | -35.7% | +556.6% | +573.1% |
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