+292.6%
APP vs COST
+116.5%
+176.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.1% | +11.0% | +10.8% |
| 7D | +71.2% | +4.1% | +67.1% | +66.3% |
| 30D | +39.1% | +12.0% | +27.1% | +26.8% |
| 3M | +16.5% | +11.2% | +5.4% | +6.5% |
| 6M | -16.6% | +6.1% | -22.7% | -22.1% |
| YTD | -41.9% | +22.9% | -64.8% | -54.1% |
| 1Y | -37.0% | +14.7% | -51.8% | -46.9% |
| 3Y | +892.4% | +92.3% | +800.1% | +411.6% |
| All | +292.6% | +116.5% | +176.1% | +75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling