+892.4%
APP vs COST
+95.5%
+796.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.1% | +11.0% | +10.5% |
| 7D | +71.2% | +4.1% | +67.1% | +67.5% |
| 30D | +39.1% | +12.0% | +27.1% | +29.8% |
| 3M | +16.5% | +11.2% | +5.4% | +9.0% |
| 6M | -16.6% | +6.1% | -22.7% | -20.4% |
| YTD | -41.9% | +22.9% | -64.8% | -53.1% |
| 1Y | -37.0% | +14.7% | -51.8% | -45.6% |
| 3Y | +892.4% | +92.3% | +800.1% | +420.3% |
| All | +892.4% | +95.5% | +796.9% | +420.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling