+506.6%
APP vs COST
+210.0%
+296.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | +61.1% | +4.6% | +56.5% | +56.3% |
| 30D | +42.8% | +12.8% | +30.0% | +29.8% |
| 3M | +16.7% | +12.1% | +4.6% | +6.3% |
| 6M | -15.6% | +6.0% | -21.6% | -20.9% |
| YTD | -41.3% | +24.4% | -65.7% | -53.6% |
| 1Y | -39.3% | +17.1% | -56.4% | -49.3% |
| 3Y | +803.2% | +92.2% | +711.0% | +382.9% |
| 5Y | +313.2% | +122.5% | +190.6% | +102.8% |
| All | +506.6% | +210.0% | +296.6% | +184.2% |
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