+104.7%
COST vs APO
+128.1%
-23.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.4% |
| 7D | -2.5% | -4.9% | +2.4% | -1.6% |
| 30D | -4.4% | -8.4% | +4.0% | -3.0% |
| 3M | -8.1% | -2.1% | -6.0% | -8.0% |
| 6M | -9.2% | +19.2% | -28.5% | -12.9% |
| YTD | +5.1% | -10.5% | +15.6% | +6.6% |
| 1Y | -5.1% | -2.7% | -2.4% | -5.9% |
| 3Y | +70.4% | +52.5% | +17.9% | +45.7% |
| 5Y | +104.7% | +132.1% | -27.4% | +47.9% |
| All | +104.7% | +128.1% | -23.4% | +47.9% |
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 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