+203.0%
AMAT vs COST
+74.6%
+128.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.4% | +4.6% |
| 7D | -1.5% | -3.1% | +1.6% | -0.7% |
| 30D | -14.8% | -2.8% | -12.0% | -14.3% |
| 3M | -9.3% | -5.7% | -3.6% | -8.4% |
| 6M | +27.4% | -8.8% | +36.2% | +29.4% |
| YTD | +77.6% | +6.7% | +70.9% | +65.7% |
| 1Y | +188.9% | -3.6% | +192.6% | +184.0% |
| All | +203.0% | +74.6% | +128.4% | +89.9% |
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 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