+11,743.1%
COST vs AA
+295.2%
+11,447.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.7% |
| 7D | -3.1% | -0.7% | -2.4% | -3.0% |
| 30D | -2.8% | +5.0% | -7.8% | -3.8% |
| 3M | -5.7% | -35.8% | +30.2% | +0.5% |
| 6M | -8.8% | -18.4% | +9.6% | -7.3% |
| YTD | +6.7% | -5.5% | +12.1% | +5.2% |
| 1Y | -3.6% | +61.0% | -64.6% | -13.9% |
| 3Y | +75.1% | +66.2% | +8.9% | +47.9% |
| 5Y | +108.9% | +11.4% | +97.5% | +77.8% |
| 10Y | +586.2% | +116.9% | +469.3% | +335.3% |
| All | +11,743.1% | +295.2% | +11,447.9% | +3,760.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling