-5.1%
COST vs AA
+55.5%
-60.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | -0.2% |
| 7D | -2.5% | -5.4% | +2.9% | -2.7% |
| 30D | -4.4% | -10.7% | +6.2% | -4.7% |
| 3M | -8.1% | -26.2% | +18.1% | -8.7% |
| 6M | -9.2% | -20.9% | +11.7% | -10.0% |
| YTD | +5.1% | -8.6% | +13.7% | +4.5% |
| 1Y | -5.1% | +57.4% | -62.5% | -3.2% |
| All | -5.1% | +55.5% | -60.6% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling