+3,797.2%
COST vs AGI
+5,453.2%
-1,656.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -2.8% | +2.2% | -5.0% | -2.8% |
| 30D | -5.3% | +11.3% | -16.5% | -5.4% |
| 3M | -6.7% | +5.6% | -12.3% | -6.8% |
| 6M | -9.9% | -27.7% | +17.7% | -9.6% |
| YTD | +5.1% | -4.1% | +9.2% | +5.0% |
| 1Y | -7.3% | +13.8% | -21.1% | -7.7% |
| 3Y | +70.4% | +217.0% | -146.6% | +66.6% |
| 5Y | +104.4% | +404.3% | -299.9% | +98.5% |
| 10Y | +609.0% | +400.5% | +208.5% | +587.3% |
| All | +3,797.2% | +5,453.2% | -1,656.0% | +3,691.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling