+11,743.1%
COST vs APA
+815.8%
+10,927.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.1% | -0.8% |
| 7D | -3.1% | +0.5% | -3.7% | -3.2% |
| 30D | -2.8% | +23.4% | -26.2% | -4.6% |
| 3M | -5.7% | +12.7% | -18.4% | -6.8% |
| 6M | -8.8% | +39.4% | -48.2% | -11.8% |
| YTD | +6.7% | +79.0% | -72.3% | +0.7% |
| 1Y | -3.6% | +88.8% | -92.5% | -9.7% |
| 3Y | +75.1% | +6.4% | +68.7% | +69.7% |
| 5Y | +108.9% | +153.0% | -44.1% | +83.4% |
| 10Y | +586.2% | +7.5% | +578.6% | +490.7% |
| All | +11,743.1% | +815.8% | +10,927.3% | +7,755.1% |
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