+11.9%
COST vs APO
-5.6%
+17.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.1% | -5.4% | +2.4% |
| 7D | +6.6% | +8.2% | -1.6% | +6.4% |
| 30D | +13.5% | +6.4% | +7.1% | +13.2% |
| 3M | +10.6% | -7.4% | +18.0% | +10.2% |
| 6M | +3.6% | -4.2% | +7.8% | +3.5% |
| YTD | +22.1% | -14.1% | +36.2% | +23.7% |
| 1Y | +11.9% | -4.4% | +16.3% | +12.9% |
| All | +11.9% | -5.6% | +17.5% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APO.
Daily Out/Under-Performance
Portfolio return minus APO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APO 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 1y: compounded portfolio wealth divided by compounded APO 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…
1y analysis · Full analysis span regression · 6 months rolling