+122.8%
COST vs ALC
-9.8%
+132.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | +2.5% | -6.2% | +8.7% | +4.2% |
| 30D | +14.6% | +14.0% | +0.6% | +10.7% |
| 3M | +15.2% | -2.4% | +17.6% | +15.7% |
| 6M | +7.2% | +12.6% | -5.4% | +3.6% |
| YTD | +27.4% | -8.4% | +35.8% | +29.2% |
| 1Y | +20.2% | -9.1% | +29.3% | +22.0% |
| 3Y | +96.9% | -0.3% | +97.1% | +88.1% |
| 5Y | +122.8% | -9.9% | +132.7% | +124.5% |
| All | +122.8% | -9.8% | +132.6% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 5y: compounded portfolio wealth divided by compounded ALC 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…
5y analysis · Full analysis span regression · 6 months rolling