+53.5%
ALAB vs COST
+21.4%
+32.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -0.8% |
| 7D | +16.3% | +5.0% | +11.3% | +24.3% |
| 30D | -26.1% | +12.8% | -38.9% | -10.9% |
| 3M | -31.3% | +15.2% | -46.5% | -14.4% |
| 6M | -1.0% | +7.4% | -8.4% | +18.5% |
| YTD | +33.3% | +29.0% | +4.3% | +85.0% |
| 1Y | +53.5% | +20.3% | +33.3% | +112.0% |
| All | +53.5% | +21.4% | +32.1% | +112.0% |
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