+250.4%
APP vs COP
+132.2%
+118.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -2.9% |
| 7D | +10.6% | +3.4% | +7.2% | +10.2% |
| 30D | +44.6% | -0.6% | +45.2% | +44.2% |
| 3M | +29.6% | +10.8% | +18.8% | +27.3% |
| 6M | -19.8% | +19.6% | -39.4% | -22.3% |
| YTD | -41.6% | +52.9% | -94.5% | -46.9% |
| 1Y | -32.7% | +62.2% | -94.9% | -39.8% |
| 3Y | +799.0% | +32.4% | +766.7% | +728.2% |
| 5Y | +250.4% | +129.7% | +120.6% | +207.1% |
| All | +250.4% | +132.2% | +118.2% | +207.1% |
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