+99.0%
COST vs APA
+45.9%
+53.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.4% | +1.2% |
| 7D | +5.0% | +8.5% | -3.5% | +4.8% |
| 30D | +12.8% | +2.8% | +10.0% | +12.7% |
| 3M | +15.2% | +21.7% | -6.5% | +14.4% |
| 6M | +7.4% | +32.6% | -25.2% | +6.3% |
| YTD | +29.0% | +103.7% | -74.7% | +26.2% |
| 1Y | +20.3% | +101.8% | -81.5% | +17.6% |
| 3Y | +99.0% | +48.1% | +50.9% | +90.2% |
| All | +99.0% | +45.9% | +53.1% | +90.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling