+271.5%
COP vs APO
+1,594.4%
-1,323.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.7% | -6.0% | -2.9% |
| 7D | -8.4% | +2.3% | -10.7% | -9.5% |
| 30D | +0.3% | +3.0% | -2.7% | -1.4% |
| 3M | +15.1% | -3.7% | +18.8% | +15.3% |
| 6M | +19.8% | -7.5% | +27.2% | +20.7% |
| YTD | +46.8% | -14.5% | +61.3% | +50.2% |
| 1Y | +59.7% | -6.2% | +65.9% | +57.6% |
| 3Y | +28.7% | +51.9% | -23.2% | +1.2% |
| 5Y | +110.7% | +76.5% | +34.2% | +49.1% |
| 10Y | +298.3% | +895.2% | -596.9% | +49.2% |
| All | +271.5% | +1,594.4% | -1,323.0% | +14.7% |
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