+2,434.3%
COST vs AG
+445.6%
+1,988.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -1.0% |
| 7D | -3.1% | +1.0% | -4.2% | -3.2% |
| 30D | -2.8% | +19.2% | -22.0% | -3.5% |
| 3M | -5.7% | +6.2% | -11.8% | -6.1% |
| 6M | -8.8% | -26.7% | +17.9% | -8.1% |
| YTD | +6.7% | +26.1% | -19.5% | +4.9% |
| 1Y | -3.6% | +131.7% | -135.3% | -7.8% |
| 3Y | +75.1% | +255.3% | -180.3% | +62.3% |
| 5Y | +108.9% | +61.9% | +47.0% | +97.4% |
| 10Y | +586.2% | +72.0% | +514.1% | +528.8% |
| All | +2,434.3% | +445.6% | +1,988.6% | +1,735.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling