-1.5%
COF vs APO
+1.9%
-3.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | +1.8% | -1.0% | +2.8% | +2.3% |
| 30D | -0.6% | +3.5% | -4.0% | -2.5% |
| 3M | +20.3% | +4.5% | +15.8% | +17.0% |
| 6M | +13.0% | +22.8% | -9.8% | +0.2% |
| YTD | -8.3% | -6.5% | -1.8% | -5.8% |
| 1Y | -1.5% | +0.8% | -2.3% | -4.6% |
| All | -1.5% | +1.9% | -3.3% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 1y: compounded portfolio wealth divided by compounded APO 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…
1y analysis · Full analysis span regression · 6 months rolling