+520.8%
APP vs COPX
+111.8%
+409.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.6% | +1.9% |
| 7D | +48.9% | -1.5% | +50.5% | +49.0% |
| 30D | +49.4% | -14.0% | +63.4% | +61.4% |
| 3M | +27.0% | -17.1% | +44.1% | +38.1% |
| 6M | -15.4% | -15.9% | +0.5% | -10.5% |
| YTD | -39.9% | +2.6% | -42.5% | -44.4% |
| 1Y | -32.0% | +21.6% | -53.6% | -43.4% |
| 3Y | +824.3% | +142.7% | +681.7% | +405.0% |
| 5Y | +252.4% | +122.2% | +130.2% | +99.5% |
| All | +520.8% | +111.8% | +409.0% | +248.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling