-5.1%
COF vs APO
-5.6%
+0.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.1% | -9.3% | -4.8% |
| 7D | +0.7% | +8.2% | -7.5% | -3.1% |
| 30D | +5.7% | +6.4% | -0.7% | +2.4% |
| 3M | -6.7% | -7.4% | +0.7% | -3.5% |
| 6M | +9.5% | -4.2% | +13.7% | +10.8% |
| YTD | -13.9% | -14.1% | +0.3% | -6.8% |
| 1Y | -5.1% | -4.4% | -0.7% | -3.1% |
| All | -5.1% | -5.6% | +0.6% | -3.1% |
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