-37.0%
APP vs COP
+61.6%
-98.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.6% | +9.3% | +10.2% |
| 7D | +71.2% | -11.5% | +82.7% | +61.0% |
| 30D | +39.1% | +5.0% | +34.1% | +43.1% |
| 3M | +16.5% | +17.5% | -0.9% | +28.2% |
| 6M | -16.6% | +16.2% | -32.8% | -6.6% |
| YTD | -41.9% | +48.8% | -90.7% | -26.1% |
| 1Y | -37.0% | +64.1% | -101.1% | -19.7% |
| All | -37.0% | +61.6% | -98.6% | -19.7% |
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