-55.4%
APP vs COST
+12.8%
-68.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.7% | +8.0% | +12.1% |
| 7D | +4.5% | +6.6% | -2.1% | +8.3% |
| 30D | -3.6% | +13.5% | -17.1% | +3.4% |
| 3M | -35.3% | +10.6% | -45.8% | -31.6% |
| 6M | -42.8% | +3.6% | -46.4% | -41.1% |
| YTD | -59.7% | +22.1% | -81.7% | -57.4% |
| 1Y | -55.4% | +11.9% | -67.2% | -53.1% |
| All | -55.4% | +12.8% | -68.2% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 1y: compounded portfolio wealth divided by compounded COST 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…
1y analysis · Full analysis span regression · 6 months rolling