+565.7%
AMZN vs COST
+611.6%
-46.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.7% | +1.8% |
| 7D | -0.7% | -1.2% | +0.5% | +0.1% |
| 30D | -3.9% | -4.7% | +0.8% | -1.1% |
| 3M | +6.3% | -7.1% | +13.4% | +10.7% |
| 6M | +20.8% | -8.5% | +29.3% | +26.0% |
| YTD | +11.2% | +5.4% | +5.9% | +5.6% |
| 1Y | +11.7% | -5.6% | +17.3% | +13.3% |
| 3Y | +79.4% | +68.5% | +11.0% | +20.9% |
| 5Y | +48.0% | +105.2% | -57.2% | -12.0% |
| All | +565.7% | +611.6% | -46.0% | +135.7% |
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 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