+1,641.0%
COST vs APO
+1,727.7%
-86.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -4.0% | +3.9% | -7.8% | -4.6% |
| 3M | -6.5% | +3.8% | -10.2% | -7.3% |
| 6M | -8.5% | +22.3% | -30.8% | -12.1% |
| YTD | +6.0% | -7.8% | +13.8% | +6.5% |
| 1Y | -5.8% | -0.3% | -5.5% | -6.9% |
| 3Y | +71.8% | +57.1% | +14.7% | +53.7% |
| 5Y | +106.2% | +137.0% | -30.7% | +68.9% |
| 10Y | +602.0% | +946.8% | -344.8% | +348.5% |
| All | +1,641.0% | +1,727.7% | -86.7% | +901.3% |
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