+606.1%
COST vs AGI
+392.3%
+213.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | -1.2% | -2.7% | +1.5% | -1.1% |
| 30D | -4.7% | +7.2% | -12.0% | -5.0% |
| 3M | -7.1% | +4.3% | -11.4% | -7.4% |
| 6M | -8.5% | -27.1% | +18.6% | -7.5% |
| YTD | +5.4% | -6.6% | +12.0% | +5.1% |
| 1Y | -5.6% | +9.5% | -15.1% | -6.8% |
| 3Y | +68.5% | +208.4% | -140.0% | +57.3% |
| 5Y | +105.2% | +401.6% | -296.4% | +87.1% |
| All | +606.1% | +392.3% | +213.7% | +546.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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