+378.5%
APP vs COST
+164.3%
+214.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.2% |
| 7D | +0.1% | -3.2% | +3.3% | +2.6% |
| 30D | -10.0% | -4.0% | -6.1% | -7.4% |
| 3M | -44.6% | -6.5% | -38.2% | -42.3% |
| 6M | -37.9% | -8.5% | -29.3% | -35.0% |
| YTD | -53.7% | +6.0% | -59.7% | -58.4% |
| 1Y | -43.0% | -5.8% | -37.2% | -43.3% |
| 3Y | +640.8% | +71.8% | +568.9% | +330.7% |
| 5Y | +358.8% | +106.2% | +252.6% | +144.6% |
| All | +378.5% | +164.3% | +214.3% | +154.4% |
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