+604.4%
COST vs ACM
+135.8%
+468.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.2% | -0.2% |
| 7D | -2.8% | -3.7% | +0.9% | -2.0% |
| 30D | -5.3% | -12.7% | +7.4% | -2.8% |
| 3M | -6.7% | -9.8% | +3.1% | -5.1% |
| 6M | -9.9% | -31.4% | +21.5% | -3.2% |
| YTD | +5.1% | -32.1% | +37.2% | +12.6% |
| 1Y | -7.3% | -47.8% | +40.5% | +5.1% |
| 3Y | +70.4% | -22.1% | +92.5% | +73.7% |
| 5Y | +104.4% | +1.8% | +102.6% | +95.2% |
| All | +604.4% | +135.8% | +468.6% | +454.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling