+104.4%
COST vs APA
+177.1%
-72.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.0% | -3.8% | -1.0% |
| 7D | -2.8% | +0.3% | -3.1% | -2.8% |
| 30D | -5.3% | +9.3% | -14.6% | -5.9% |
| 3M | -6.7% | +23.3% | -30.0% | -8.3% |
| 6M | -9.9% | +39.5% | -49.4% | -12.5% |
| YTD | +5.1% | +87.6% | -82.5% | -0.3% |
| 1Y | -7.3% | +114.2% | -121.5% | -13.2% |
| 3Y | +70.4% | +13.6% | +56.8% | +66.5% |
| 5Y | +104.4% | +175.6% | -71.2% | +80.4% |
| All | +104.4% | +177.1% | -72.6% | +80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling