+604.2%
COST vs ACM
+131.7%
+472.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +0.3% |
| 7D | -2.5% | -5.9% | +3.4% | -1.3% |
| 30D | -4.4% | -6.2% | +1.8% | -3.4% |
| 3M | -8.1% | -7.9% | -0.2% | -6.9% |
| 6M | -9.2% | -30.6% | +21.4% | -2.8% |
| YTD | +5.1% | -33.3% | +38.4% | +13.0% |
| 1Y | -5.1% | -49.2% | +44.1% | +8.2% |
| 3Y | +70.4% | -23.5% | +93.8% | +74.3% |
| 5Y | +104.7% | +0.9% | +103.8% | +95.8% |
| All | +604.2% | +131.7% | +472.5% | +456.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ACM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling