+270.9%
COP vs APO
+1,753.5%
-1,482.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | +3.0% | -1.0% | +4.0% | +3.3% |
| 30D | +17.5% | +3.5% | +14.0% | +15.7% |
| 3M | +13.4% | +4.5% | +8.8% | +10.5% |
| 6M | +17.7% | +22.8% | -5.0% | +7.0% |
| YTD | +46.6% | -6.5% | +53.1% | +46.5% |
| 1Y | +44.6% | +0.8% | +43.8% | +39.5% |
| 3Y | +20.7% | +62.0% | -41.3% | -6.9% |
| 5Y | +185.0% | +138.2% | +46.8% | +80.0% |
| 10Y | +347.0% | +940.3% | -593.3% | +65.7% |
| All | +270.9% | +1,753.5% | -1,482.6% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling