+14,046.2%
COST vs APA
+925.7%
+13,120.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.5% | +0.3% |
| 7D | +2.5% | +9.6% | -7.1% | +1.7% |
| 30D | +14.6% | -0.2% | +14.8% | +14.5% |
| 3M | +15.2% | +19.8% | -4.7% | +13.1% |
| 6M | +7.2% | +30.1% | -22.8% | +4.4% |
| YTD | +27.4% | +100.4% | -73.0% | +18.9% |
| 1Y | +20.2% | +105.2% | -85.0% | +11.9% |
| 3Y | +96.9% | +44.6% | +52.3% | +85.4% |
| 5Y | +122.8% | +88.8% | +34.0% | +100.9% |
| 10Y | +764.3% | +6.6% | +757.6% | +647.6% |
| All | +14,046.2% | +925.7% | +13,120.5% | +9,172.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling