+104.4%
COST vs ALM
+958.0%
-853.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.8% |
| 7D | -2.8% | +3.6% | -6.4% | -2.8% |
| 30D | -5.3% | +33.8% | -39.1% | -5.7% |
| 3M | -6.7% | +14.8% | -21.4% | -7.0% |
| 6M | -9.9% | -7.0% | -3.0% | -10.1% |
| YTD | +5.1% | +108.1% | -102.9% | +2.7% |
| 1Y | -7.3% | +313.8% | -321.1% | -11.2% |
| 3Y | +70.4% | +2,227.6% | -2,157.2% | +54.2% |
| 5Y | +104.4% | +956.6% | -852.2% | +89.4% |
| All | +104.4% | +958.0% | -853.6% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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