+106.2%
COST vs APD
+26.2%
+80.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.4% |
| 7D | -3.2% | -2.5% | -0.7% | -2.6% |
| 30D | -4.0% | -1.9% | -2.1% | -3.6% |
| 3M | -6.5% | +8.2% | -14.7% | -8.3% |
| 6M | -8.5% | +10.7% | -19.3% | -10.9% |
| YTD | +6.0% | +22.9% | -16.9% | +0.4% |
| 1Y | -5.8% | +5.8% | -11.6% | -7.5% |
| 3Y | +71.8% | +7.8% | +64.1% | +65.9% |
| 5Y | +106.2% | +26.1% | +80.1% | +80.7% |
| All | +106.2% | +26.2% | +80.0% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling