+401.2%
AMD vs COST
+97.6%
+303.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.4% | +5.4% | +5.8% |
| 7D | +44.7% | +2.5% | +42.2% | +44.4% |
| 30D | -3.3% | +14.6% | -17.9% | -5.0% |
| 3M | +21.2% | +15.2% | +6.0% | +18.9% |
| 6M | +30.6% | +7.2% | +23.4% | +30.1% |
| YTD | +173.3% | +27.4% | +145.9% | +147.6% |
| 1Y | +126.1% | +20.2% | +105.9% | +111.2% |
| All | +401.2% | +97.6% | +303.6% | +248.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling