+7,765.4%
AMD vs COST
+766.3%
+6,999.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.3% | -10.0% | -9.6% |
| 7D | +18.9% | +5.0% | +13.9% | +15.3% |
| 30D | -6.4% | +12.8% | -19.3% | -14.6% |
| 3M | +10.6% | +15.2% | -4.6% | -1.2% |
| 6M | +19.9% | +7.4% | +12.5% | +10.4% |
| YTD | +149.4% | +29.0% | +120.3% | +96.4% |
| 1Y | +115.4% | +20.3% | +95.1% | +79.0% |
| 3Y | +357.3% | +99.0% | +258.3% | +139.2% |
| 5Y | +261.1% | +125.7% | +135.4% | +71.2% |
| All | +7,765.4% | +766.3% | +6,999.1% | +2,163.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling