+11.9%
COST vs ALK
-1.1%
+13.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.8% | -6.1% | +2.7% |
| 7D | +6.6% | +12.4% | -5.8% | +6.8% |
| 30D | +13.5% | +2.1% | +11.4% | +13.3% |
| 3M | +10.6% | -23.9% | +34.4% | +9.4% |
| 6M | +3.6% | +8.2% | -4.6% | +3.3% |
| YTD | +22.1% | -20.5% | +42.5% | +22.3% |
| 1Y | +11.9% | -1.0% | +12.9% | +10.5% |
| All | +11.9% | -1.1% | +13.0% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling