+520.8%
APP vs COST
+216.3%
+304.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | +0.8% |
| 7D | +48.9% | +3.9% | +45.0% | +45.0% |
| 30D | +49.4% | +13.5% | +35.9% | +35.3% |
| 3M | +27.0% | +15.3% | +11.7% | +13.1% |
| 6M | -15.4% | +9.2% | -24.5% | -22.5% |
| YTD | -39.9% | +26.9% | -66.8% | -53.2% |
| 1Y | -32.0% | +19.7% | -51.7% | -44.2% |
| 3Y | +824.3% | +96.0% | +728.3% | +386.7% |
| 5Y | +252.4% | +124.0% | +128.4% | +71.4% |
| All | +520.8% | +216.3% | +304.5% | +186.4% |
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