+73.7%
AMAT vs COST
+19.4%
+54.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.0% | +4.0% | +7.5% |
| 7D | +7.0% | +3.9% | +3.0% | +10.1% |
| 30D | -20.6% | +13.5% | -34.1% | -12.9% |
| 3M | -24.8% | +15.3% | -40.1% | -16.6% |
| 6M | -10.7% | +9.2% | -19.9% | -2.5% |
| YTD | +54.3% | +26.9% | +27.4% | +66.3% |
| 1Y | +73.7% | +19.7% | +54.0% | +88.1% |
| All | +73.7% | +19.4% | +54.4% | +88.1% |
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