+124.5%
COST vs APO
+81.1%
+43.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.5% | +1.0% |
| 7D | +5.0% | +5.8% | -0.8% | +3.9% |
| 30D | +12.8% | +8.9% | +3.9% | +11.0% |
| 3M | +15.2% | -13.6% | +28.8% | +18.0% |
| 6M | +7.4% | -5.4% | +12.8% | +7.9% |
| YTD | +29.0% | -13.6% | +42.7% | +31.5% |
| 1Y | +20.3% | -2.5% | +22.8% | +19.3% |
| 3Y | +99.0% | +50.9% | +48.1% | +70.1% |
| All | +124.5% | +81.1% | +43.4% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling