+313.2%
APP vs COP
+116.0%
+197.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.4% | -3.6% |
| 7D | +61.1% | -6.1% | +67.2% | +61.9% |
| 30D | +42.8% | +1.1% | +41.7% | +42.0% |
| 3M | +16.7% | +10.9% | +5.7% | +14.5% |
| 6M | -15.6% | +20.8% | -36.3% | -18.6% |
| YTD | -41.3% | +48.0% | -89.3% | -46.3% |
| 1Y | -39.3% | +58.5% | -97.8% | -45.5% |
| 3Y | +803.2% | +28.1% | +775.1% | +736.2% |
| 5Y | +313.2% | +120.5% | +192.7% | +285.8% |
| All | +313.2% | +116.0% | +197.1% | +285.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling