+195.2%
AMD vs COST
-3.4%
+198.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +4.0% |
| 7D | +2.6% | -3.1% | +5.7% | +0.5% |
| 30D | -0.9% | -2.8% | +1.9% | -2.6% |
| 3M | -8.7% | -5.7% | -3.0% | -10.6% |
| 6M | +136.3% | -8.8% | +145.1% | +127.5% |
| YTD | +123.0% | +6.7% | +116.3% | +120.0% |
| 1Y | +195.2% | -3.6% | +198.8% | +192.5% |
| All | +195.2% | -3.4% | +198.6% | +192.5% |
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 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