+604.2%
COST vs APA
-2.8%
+607.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | -2.5% | +0.8% | -3.3% | -2.5% |
| 30D | -4.4% | +9.6% | -14.1% | -4.9% |
| 3M | -8.1% | +18.0% | -26.1% | -9.0% |
| 6M | -9.2% | +41.9% | -51.1% | -11.1% |
| YTD | +5.1% | +86.3% | -81.2% | +1.4% |
| 1Y | -5.1% | +97.9% | -103.0% | -8.8% |
| 3Y | +70.4% | +12.8% | +57.6% | +66.6% |
| 5Y | +104.7% | +177.2% | -72.5% | +90.7% |
| All | +604.2% | -2.8% | +607.0% | +572.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling