+99.0%
COST vs AG
+195.3%
-96.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.3% |
| 7D | +5.0% | -10.0% | +15.0% | +5.1% |
| 30D | +12.8% | -10.5% | +23.3% | +12.9% |
| 3M | +15.2% | -27.3% | +42.4% | +15.4% |
| 6M | +7.4% | -43.0% | +50.4% | +8.2% |
| YTD | +29.0% | -17.9% | +46.9% | +28.0% |
| 1Y | +20.3% | +11.9% | +8.4% | +18.1% |
| 3Y | +99.0% | +201.8% | -102.8% | +82.1% |
| All | +99.0% | +195.3% | -96.3% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 3y: compounded portfolio wealth divided by compounded AG 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…
3y analysis · Full analysis span regression · 6 months rolling