+104.4%
COST vs AA
+15.6%
+88.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.1% | -0.7% |
| 7D | -2.8% | -0.6% | -2.2% | -2.8% |
| 30D | -5.3% | -1.6% | -3.7% | -5.2% |
| 3M | -6.7% | -29.8% | +23.1% | -4.9% |
| 6M | -9.9% | -16.6% | +6.7% | -9.6% |
| YTD | +5.1% | -4.0% | +9.2% | +4.3% |
| 1Y | -7.3% | +63.5% | -70.8% | -11.9% |
| 3Y | +70.4% | +86.8% | -16.4% | +55.7% |
| 5Y | +104.4% | +12.4% | +92.0% | +100.2% |
| All | +104.4% | +15.6% | +88.8% | +100.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling