+104.4%
COST vs ALC
-17.4%
+121.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -2.8% | -5.3% | +2.5% | -1.4% |
| 30D | -5.3% | -7.1% | +1.8% | -3.5% |
| 3M | -6.7% | +0.8% | -7.4% | -7.0% |
| 6M | -9.9% | -16.0% | +6.0% | -6.3% |
| YTD | +5.1% | -12.7% | +17.9% | +8.0% |
| 1Y | -7.3% | -12.8% | +5.5% | -4.9% |
| 3Y | +70.4% | -15.8% | +86.2% | +72.9% |
| 5Y | +104.4% | -16.7% | +121.1% | +105.0% |
| All | +104.4% | -17.4% | +121.8% | +105.0% |
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