+446.2%
APP vs COO
-35.2%
+481.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -1.4% | +32.5% | +31.7% |
| 7D | +39.7% | +5.3% | +34.4% | +36.4% |
| 30D | +27.7% | +12.5% | +15.2% | +20.7% |
| 3M | -14.8% | -15.1% | +0.4% | -8.7% |
| 6M | -25.5% | +3.7% | -29.2% | -29.1% |
| YTD | -47.2% | -22.5% | -24.6% | -41.2% |
| 1Y | -42.3% | -7.8% | -34.5% | -42.2% |
| 3Y | +806.8% | -24.1% | +830.9% | +813.1% |
| 5Y | +261.6% | -40.1% | +301.7% | +291.6% |
| All | +446.2% | -35.2% | +481.3% | +490.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling