+506.6%
APP vs COPX
+110.2%
+396.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.4% | -1.8% |
| 7D | +61.1% | +1.6% | +59.5% | +58.6% |
| 30D | +42.8% | -15.0% | +57.8% | +55.2% |
| 3M | +16.7% | -18.6% | +35.3% | +28.2% |
| 6M | -15.6% | -14.9% | -0.6% | -11.3% |
| YTD | -41.3% | +1.8% | -43.2% | -45.4% |
| 1Y | -39.3% | +19.7% | -58.9% | -49.0% |
| 3Y | +803.2% | +140.9% | +662.3% | +395.4% |
| 5Y | +313.2% | +130.6% | +182.6% | +132.4% |
| All | +506.6% | +110.2% | +396.4% | +241.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling