+92.3%
COST vs ALK
+16.0%
+76.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | +4.1% | +9.0% | -5.0% | +3.5% |
| 30D | +12.0% | -1.6% | +13.6% | +12.0% |
| 3M | +11.2% | -23.2% | +34.3% | +12.6% |
| 6M | +6.1% | -3.9% | +10.0% | +5.7% |
| YTD | +22.9% | -22.6% | +45.5% | +24.2% |
| 1Y | +14.7% | -5.3% | +20.1% | +13.3% |
| 3Y | +92.3% | +18.6% | +73.7% | +84.5% |
| All | +92.3% | +16.0% | +76.4% | +84.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling