+604.2%
COST vs APD
+168.7%
+435.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -2.5% | -3.5% | +1.0% | -1.5% |
| 30D | -4.4% | -5.1% | +0.6% | -3.0% |
| 3M | -8.1% | +6.9% | -14.9% | -10.1% |
| 6M | -9.2% | +8.1% | -17.3% | -11.7% |
| YTD | +5.1% | +21.2% | -16.1% | -1.7% |
| 1Y | -5.1% | +4.9% | -9.9% | -7.5% |
| 3Y | +70.4% | +6.3% | +64.0% | +61.5% |
| 5Y | +104.7% | +24.3% | +80.4% | +79.6% |
| All | +604.2% | +168.7% | +435.5% | +354.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling