+503.8%
APP vs COST
+217.6%
+286.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.2% | -3.1% |
| 7D | +10.6% | +2.5% | +8.1% | +8.4% |
| 30D | +44.6% | +14.6% | +30.0% | +29.9% |
| 3M | +29.6% | +15.2% | +14.4% | +15.5% |
| 6M | -19.8% | +7.2% | -27.0% | -25.3% |
| YTD | -41.6% | +27.4% | -69.0% | -54.7% |
| 1Y | -32.7% | +20.2% | -52.9% | -45.0% |
| 3Y | +799.0% | +96.9% | +702.2% | +371.8% |
| 5Y | +250.4% | +122.8% | +127.6% | +70.7% |
| All | +503.8% | +217.6% | +286.2% | +177.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling