+760.1%
COST vs ALK
-45.9%
+806.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.4% |
| 7D | +5.0% | -1.2% | +6.2% | +5.1% |
| 30D | +12.8% | +7.7% | +5.1% | +11.9% |
| 3M | +15.2% | -19.0% | +34.2% | +17.2% |
| 6M | +7.4% | -0.2% | +7.6% | +6.5% |
| YTD | +29.0% | -23.5% | +52.5% | +30.7% |
| 1Y | +20.3% | -9.1% | +29.4% | +19.4% |
| 3Y | +99.0% | +12.0% | +87.0% | +89.0% |
| 5Y | +125.7% | -30.9% | +156.5% | +123.1% |
| All | +760.1% | -45.9% | +806.0% | +739.3% |
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