+446.2%
APP vs COP
+211.7%
+234.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -1.1% | +32.1% | +31.1% |
| 7D | +39.7% | -9.7% | +49.4% | +41.1% |
| 30D | +27.7% | +4.7% | +23.0% | +26.4% |
| 3M | -14.8% | +18.5% | -33.3% | -17.4% |
| 6M | -25.5% | +11.4% | -36.9% | -27.3% |
| YTD | -47.2% | +47.9% | -95.0% | -51.8% |
| 1Y | -42.3% | +59.3% | -101.6% | -48.4% |
| 3Y | +806.8% | +23.6% | +783.2% | +743.8% |
| 5Y | +261.6% | +113.1% | +148.5% | +211.1% |
| All | +446.2% | +211.7% | +234.5% | +312.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling