+261.6%
APP vs COO
-39.4%
+301.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -1.4% | +32.5% | +31.7% |
| 7D | +39.7% | +5.3% | +34.4% | +36.3% |
| 30D | +27.7% | +12.5% | +15.2% | +20.5% |
| 3M | -14.8% | -15.1% | +0.4% | -8.5% |
| 6M | -25.5% | +3.7% | -29.2% | -29.2% |
| YTD | -47.2% | -22.5% | -24.6% | -41.0% |
| 1Y | -42.3% | -7.8% | -34.5% | -42.2% |
| 3Y | +806.8% | -24.1% | +830.9% | +805.1% |
| 5Y | +261.6% | -40.1% | +301.7% | +289.4% |
| All | +261.6% | -39.4% | +301.1% | +289.4% |
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