+249.6%
ALAB vs COST
+48.1%
+201.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +1.2% | +12.5% | +13.8% |
| 7D | -5.6% | +2.5% | -8.0% | -5.4% |
| 30D | -36.6% | +12.8% | -49.4% | -36.7% |
| 3M | -35.1% | +12.7% | -47.8% | -35.2% |
| 6M | +8.5% | +6.0% | +2.5% | +9.4% |
| YTD | +30.4% | +24.4% | +6.0% | +17.1% |
| 1Y | +31.0% | +16.2% | +14.8% | +23.4% |
| All | +249.6% | +48.1% | +201.5% | +108.0% |
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 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