+391.7%
APP vs COST
+165.9%
+225.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.3% | +3.0% |
| 7D | +0.9% | -3.1% | +4.0% | +3.4% |
| 30D | -23.3% | -2.8% | -20.5% | -21.9% |
| 3M | -42.6% | -5.7% | -37.0% | -40.6% |
| 6M | -33.6% | -8.8% | -24.8% | -30.4% |
| YTD | -52.4% | +6.7% | -59.1% | -57.5% |
| 1Y | -35.9% | -3.6% | -32.2% | -37.6% |
| 3Y | +642.2% | +75.1% | +567.1% | +324.5% |
| 5Y | +311.1% | +108.9% | +202.2% | +118.3% |
| All | +391.7% | +165.9% | +225.8% | +160.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling