+892.4%
APP vs COP
+23.8%
+868.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.6% | +9.3% | +9.9% |
| 7D | +71.2% | -11.5% | +82.7% | +71.7% |
| 30D | +39.1% | +5.0% | +34.1% | +38.1% |
| 3M | +16.5% | +17.5% | -0.9% | +14.4% |
| 6M | -16.6% | +16.2% | -32.8% | -18.0% |
| YTD | -41.9% | +48.8% | -90.7% | -47.5% |
| 1Y | -37.0% | +64.1% | -101.1% | -45.4% |
| 3Y | +892.4% | +25.7% | +866.8% | +820.6% |
| All | +892.4% | +23.8% | +868.6% | +820.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling