+749.2%
COST vs AMC
-98.8%
+848.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.8% | +0.4% |
| 7D | +2.5% | +8.4% | -5.9% | +2.5% |
| 30D | +14.6% | +9.2% | +5.4% | +14.5% |
| 3M | +15.2% | +32.0% | -16.8% | +15.0% |
| 6M | +7.2% | +149.3% | -142.0% | +6.7% |
| YTD | +27.4% | +114.1% | -86.7% | +26.8% |
| 1Y | +20.2% | +35.8% | -15.6% | +19.9% |
| 3Y | +96.9% | -58.3% | +155.2% | +96.8% |
| 5Y | +122.8% | -99.2% | +222.0% | +124.0% |
| All | +749.2% | -98.8% | +848.0% | +773.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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