+391.7%
APP vs COPX
+161.5%
+230.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.9% | +2.6% |
| 7D | +0.9% | -4.0% | +4.9% | +3.2% |
| 30D | -23.3% | +4.5% | -27.8% | -25.4% |
| 3M | -42.6% | +0.8% | -43.5% | -43.8% |
| 6M | -33.6% | +3.2% | -36.8% | -37.3% |
| YTD | -52.4% | +26.7% | -79.1% | -60.2% |
| 1Y | -35.9% | +85.7% | -121.6% | -57.9% |
| 3Y | +642.2% | +151.2% | +491.0% | +301.5% |
| 5Y | +311.1% | +170.0% | +141.1% | +107.4% |
| All | +391.7% | +161.5% | +230.1% | +149.4% |
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