+295.9%
APP vs COO
-40.8%
+336.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.5% | +2.3% | +3.6% |
| 7D | +79.2% | +4.3% | +74.9% | +75.4% |
| 30D | +48.0% | +17.6% | +30.4% | +36.8% |
| 3M | +18.2% | -13.9% | +32.1% | +25.6% |
| 6M | -12.5% | +6.6% | -19.0% | -18.1% |
| YTD | -39.2% | -22.0% | -17.2% | -32.3% |
| 1Y | -33.9% | -8.8% | -25.1% | -33.3% |
| 3Y | +933.3% | -21.5% | +954.7% | +899.8% |
| 5Y | +295.9% | -41.0% | +336.9% | +318.6% |
| All | +295.9% | -40.8% | +336.6% | +318.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling