+3,457.0%
COST vs ALNY
+3,976.7%
-519.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -1.2% | -6.5% | +5.4% | -0.7% |
| 30D | -4.7% | +11.0% | -15.8% | -5.6% |
| 3M | -7.1% | -14.1% | +6.9% | -6.5% |
| 6M | -8.5% | -22.4% | +13.9% | -7.3% |
| YTD | +5.4% | -37.5% | +42.8% | +8.5% |
| 1Y | -5.6% | -46.9% | +41.3% | -1.7% |
| 3Y | +68.5% | +22.1% | +46.4% | +61.7% |
| 5Y | +105.2% | +31.2% | +74.1% | +91.9% |
| 10Y | +610.7% | +256.3% | +354.4% | +478.6% |
| All | +3,457.0% | +3,976.7% | -519.8% | +2,047.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 all: compounded portfolio wealth divided by compounded ALNY 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…
all analysis · Full analysis span regression · 6 months rolling