+76.4%
AMZN vs COST
+69.9%
+6.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.5% |
| 7D | -1.0% | -2.8% | +1.8% | 0.0% |
| 30D | -9.2% | -5.3% | -4.0% | -7.5% |
| 3M | +3.4% | -6.7% | +10.0% | +5.8% |
| 6M | +18.2% | -9.9% | +28.2% | +22.1% |
| YTD | +9.3% | +5.1% | +4.2% | +4.4% |
| 1Y | +5.9% | -7.3% | +13.2% | +7.5% |
| All | +76.4% | +69.9% | +6.5% | +19.7% |
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