+3,082.3%
COST vs A
+442.2%
+2,640.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.1% |
| 7D | -3.2% | -2.1% | -1.1% | -2.8% |
| 30D | -4.0% | +0.6% | -4.6% | -4.2% |
| 3M | -6.5% | +10.9% | -17.4% | -8.7% |
| 6M | -8.5% | +28.2% | -36.7% | -13.8% |
| YTD | +6.0% | +8.6% | -2.6% | +3.2% |
| 1Y | -5.8% | +15.5% | -21.3% | -9.8% |
| 3Y | +71.8% | +31.8% | +40.0% | +57.6% |
| 5Y | +106.2% | -14.9% | +121.1% | +105.1% |
| 10Y | +602.0% | +237.8% | +364.2% | +425.6% |
| All | +3,082.3% | +442.2% | +2,640.1% | +1,771.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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