+760.6%
COST vs ALK
-41.4%
+802.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.1% |
| 7D | +3.9% | +2.6% | +1.4% | +3.6% |
| 30D | +13.5% | +7.8% | +5.7% | +12.6% |
| 3M | +15.3% | -15.2% | +30.6% | +16.9% |
| 6M | +9.2% | +5.0% | +4.1% | +7.7% |
| YTD | +26.9% | -18.4% | +45.3% | +27.8% |
| 1Y | +19.7% | -2.4% | +22.1% | +18.0% |
| 3Y | +96.0% | +19.8% | +76.3% | +85.0% |
| 5Y | +124.0% | -27.8% | +151.8% | +120.6% |
| 10Y | +760.6% | -42.0% | +802.6% | +726.2% |
| All | +760.6% | -41.4% | +802.0% | +726.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling