+365.7%
ALAB vs COST
+26.3%
+339.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.6% | -6.3% | -6.9% |
| 7D | +3.2% | -3.2% | +6.4% | +3.6% |
| 30D | -13.6% | -4.0% | -9.6% | -13.2% |
| 3M | -16.6% | -6.5% | -10.1% | -16.0% |
| 6M | +142.3% | -8.5% | +150.9% | +142.9% |
| YTD | +73.6% | +6.0% | +67.6% | +56.8% |
| 1Y | +33.7% | -5.8% | +39.5% | +31.1% |
| All | +365.7% | +26.3% | +339.4% | +178.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling