+10,785.8%
AMD vs COST
+13,545.6%
-2,759.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.1% | +12.2% | +11.5% |
| 7D | -11.0% | +4.1% | -15.1% | -12.9% |
| 30D | -30.5% | +12.0% | -42.5% | -34.3% |
| 3M | -8.2% | +11.2% | -19.4% | -13.2% |
| 6M | +6.6% | +6.1% | +0.4% | +1.4% |
| YTD | +109.7% | +22.9% | +86.8% | +86.3% |
| 1Y | +88.9% | +14.7% | +74.2% | +72.8% |
| 3Y | +301.8% | +92.3% | +209.5% | +191.5% |
| 5Y | +229.4% | +116.6% | +112.7% | +130.6% |
| 10Y | +6,745.1% | +775.4% | +5,969.7% | +2,700.6% |
| All | +10,785.8% | +13,545.6% | -2,759.8% | +1,598.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling