+2,019.1%
COST vs APO
+1,612.1%
+407.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.5% | +1.0% |
| 7D | +5.0% | +5.8% | -0.8% | +4.0% |
| 30D | +12.8% | +8.9% | +3.9% | +11.1% |
| 3M | +15.2% | -13.6% | +28.8% | +17.7% |
| 6M | +7.4% | -5.4% | +12.8% | +7.8% |
| YTD | +29.0% | -13.6% | +42.7% | +30.8% |
| 1Y | +20.3% | -2.5% | +22.8% | +19.3% |
| 3Y | +99.0% | +50.9% | +48.1% | +79.1% |
| 5Y | +125.7% | +81.4% | +44.3% | +92.7% |
| 10Y | +775.3% | +843.9% | -68.6% | +467.3% |
| All | +2,019.1% | +1,612.1% | +407.0% | +1,129.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling