+65.2%
ALAB vs COST
-3.4%
+68.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.0% | +10.8% | +8.6% |
| 7D | +7.2% | -3.1% | +10.4% | +3.5% |
| 30D | -2.5% | -2.8% | +0.3% | -5.2% |
| 3M | -13.3% | -5.7% | -7.6% | -16.2% |
| 6M | +172.8% | -8.8% | +181.6% | +156.2% |
| YTD | +86.6% | +6.7% | +79.9% | +96.1% |
| 1Y | +65.2% | -3.6% | +68.8% | +68.3% |
| All | +65.2% | -3.4% | +68.5% | +68.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling