+132.8%
AMD vs COST
+19.4%
+113.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.0% | +5.3% | +9.2% |
| 7D | +13.1% | +3.9% | +9.2% | +17.6% |
| 30D | -7.0% | +13.5% | -20.5% | +5.1% |
| 3M | +16.6% | +15.3% | +1.2% | +33.7% |
| 6M | +20.5% | +9.2% | +11.4% | +35.1% |
| YTD | +158.2% | +26.9% | +131.3% | +193.7% |
| 1Y | +132.8% | +19.7% | +113.1% | +163.7% |
| All | +132.8% | +19.4% | +113.4% | +163.7% |
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