+1,278.0%
AAPL vs COST
+611.6%
+666.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.5% | +1.6% |
| 7D | +3.8% | -1.2% | +5.0% | +4.6% |
| 30D | +9.9% | -4.7% | +14.7% | +13.1% |
| 3M | +12.5% | -7.1% | +19.6% | +17.4% |
| 6M | +27.6% | -8.5% | +36.2% | +33.8% |
| YTD | +22.6% | +5.4% | +17.2% | +16.7% |
| 1Y | +45.0% | -5.6% | +50.6% | +47.6% |
| 3Y | +87.8% | +68.5% | +19.3% | +26.7% |
| 5Y | +128.7% | +105.2% | +23.4% | +32.0% |
| All | +1,278.0% | +611.6% | +666.3% | +350.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COST.
Daily Out/Under-Performance
Portfolio return minus COST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COST 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 10y: compounded portfolio wealth divided by compounded COST 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…
10y analysis · Full analysis span regression · 6 months rolling