+153.2%
AMAT vs COST
+124.1%
+29.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.8% |
| 7D | +19.3% | +2.5% | +16.8% | +17.9% |
| 30D | -17.9% | +14.6% | -32.5% | -24.3% |
| 3M | -30.4% | +15.2% | -45.6% | -36.2% |
| 6M | -11.4% | +7.2% | -18.7% | -16.5% |
| YTD | +48.8% | +27.4% | +21.4% | +22.8% |
| 1Y | +66.0% | +20.2% | +45.8% | +42.6% |
| 3Y | +158.8% | +96.9% | +62.0% | +40.8% |
| 5Y | +153.2% | +122.8% | +30.4% | +23.5% |
| All | +153.2% | +124.1% | +29.1% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling