+1,665.8%
AMAT vs COST
+594.3%
+1,071.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.4% |
| 7D | +7.0% | -3.2% | +10.2% | +9.3% |
| 30D | -12.2% | -4.0% | -8.2% | -10.1% |
| 3M | -3.8% | -6.5% | +2.6% | -1.3% |
| 6M | +45.9% | -8.5% | +54.5% | +50.6% |
| YTD | +84.6% | +6.0% | +78.6% | +70.1% |
| 1Y | +193.4% | -5.8% | +199.2% | +193.2% |
| 3Y | +228.1% | +71.8% | +156.2% | +98.1% |
| 5Y | +268.9% | +106.2% | +162.7% | +92.8% |
| 10Y | +1,665.8% | +602.0% | +1,063.7% | +406.9% |
| All | +1,665.8% | +594.3% | +1,071.5% | +406.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling