+1,376.8%
BAC vs COST
+11,743.1%
-10,366.2%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.3% |
| 7D | +1.1% | -3.1% | +4.2% | +2.3% |
| 30D | -0.4% | -2.8% | +2.4% | +0.6% |
| 3M | +16.9% | -5.7% | +22.6% | +19.1% |
| 6M | +26.6% | -8.8% | +35.4% | +30.2% |
| YTD | +15.8% | +6.7% | +9.1% | +12.2% |
| 1Y | +27.2% | -3.6% | +30.8% | +27.6% |
| 3Y | +132.4% | +75.1% | +57.3% | +85.2% |
| 5Y | +72.6% | +108.9% | -36.3% | +26.7% |
| 10Y | +389.7% | +586.2% | -196.4% | +130.3% |
| All | +1,376.8% | +11,743.1% | -10,366.2% | +215.9% |
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