+120.6%
COST vs ALK
-34.8%
+155.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | +4.1% | +9.0% | -5.0% | +3.1% |
| 30D | +12.0% | -1.6% | +13.6% | +12.0% |
| 3M | +11.2% | -23.2% | +34.3% | +14.0% |
| 6M | +6.1% | -3.9% | +10.0% | +5.5% |
| YTD | +22.9% | -22.6% | +45.5% | +24.8% |
| 1Y | +14.7% | -5.3% | +20.1% | +12.7% |
| 3Y | +92.3% | +18.6% | +73.7% | +72.7% |
| All | +120.6% | -34.8% | +155.4% | +118.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling