+27.4%
AMAT vs COST
-8.6%
+36.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.4% | +3.1% |
| 7D | -1.5% | -3.1% | +1.6% | -5.0% |
| 30D | -14.8% | -2.8% | -12.0% | -17.1% |
| 3M | -9.3% | -5.7% | -3.6% | -12.6% |
| 6M | +27.4% | -8.8% | +36.2% | +19.4% |
| All | +27.4% | -8.6% | +36.0% | +19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling