+333.0%
APP vs COP
+186.8%
+146.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.4% |
| 7D | +0.9% | +3.0% | -2.1% | +0.5% |
| 30D | -23.3% | +17.5% | -40.8% | -25.0% |
| 3M | -42.6% | +13.4% | -56.0% | -43.8% |
| 6M | -33.6% | +17.7% | -51.3% | -35.7% |
| YTD | -52.4% | +46.6% | -99.0% | -56.3% |
| 1Y | -35.9% | +44.6% | -80.5% | -41.1% |
| 3Y | +642.2% | +20.7% | +621.5% | +596.3% |
| All | +333.0% | +186.8% | +146.1% | +265.0% |
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