+7.4%
COST vs APA
+31.7%
-24.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.4% | +1.2% |
| 7D | +5.0% | +8.5% | -3.5% | +4.7% |
| 30D | +12.8% | +2.8% | +10.0% | +12.2% |
| 3M | +15.2% | +21.7% | -6.5% | +11.7% |
| 6M | +7.4% | +32.6% | -25.2% | +2.0% |
| All | +7.4% | +31.7% | -24.3% | +2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling