+528.8%
APP vs COP
+209.4%
+319.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.3% | +6.1% | +4.9% |
| 7D | +79.2% | -8.4% | +87.6% | +80.7% |
| 30D | +48.0% | +0.3% | +47.7% | +47.3% |
| 3M | +18.2% | +15.1% | +3.1% | +15.2% |
| 6M | -12.5% | +19.8% | -32.3% | -15.7% |
| YTD | -39.2% | +46.8% | -86.0% | -44.5% |
| 1Y | -33.9% | +59.7% | -93.6% | -41.0% |
| 3Y | +933.3% | +28.7% | +904.6% | +854.1% |
| 5Y | +295.9% | +110.7% | +185.2% | +241.1% |
| All | +528.8% | +209.4% | +319.4% | +374.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling