-55.4%
APP vs COP
+61.7%
-117.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -5.2% | +15.9% | +7.7% |
| 7D | +4.5% | -8.1% | +12.7% | +0.4% |
| 30D | -3.6% | +6.7% | -10.3% | -0.1% |
| 3M | -35.3% | +16.9% | -52.1% | -28.8% |
| 6M | -42.8% | +11.2% | -54.0% | -36.9% |
| YTD | -59.7% | +49.5% | -109.2% | -48.6% |
| 1Y | -55.4% | +60.7% | -116.0% | -42.6% |
| All | -55.4% | +61.7% | -117.0% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 1y: compounded portfolio wealth divided by compounded COP 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…
1y analysis · Full analysis span regression · 6 months rolling