+4,492.0%
COP vs APA
+815.8%
+3,676.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | +0.4% |
| 7D | +3.0% | +0.5% | +2.5% | +2.7% |
| 30D | +17.5% | +23.4% | -5.9% | +6.0% |
| 3M | +13.4% | +12.7% | +0.7% | +6.7% |
| 6M | +17.7% | +39.4% | -21.7% | -0.4% |
| YTD | +46.6% | +79.0% | -32.4% | +9.8% |
| 1Y | +44.6% | +88.8% | -44.2% | +4.5% |
| 3Y | +20.7% | +6.4% | +14.3% | +9.8% |
| 5Y | +185.0% | +153.0% | +32.1% | +66.5% |
| 10Y | +347.0% | +7.5% | +339.4% | +179.6% |
| All | +4,492.0% | +815.8% | +3,676.2% | +1,255.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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