+1,022.3%
COST vs AMC
-97.7%
+1,120.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.1% | -1.1% |
| 7D | +4.1% | +2.6% | +1.5% | +4.1% |
| 30D | +12.0% | +9.0% | +3.0% | +11.9% |
| 3M | +11.2% | +22.2% | -11.0% | +11.0% |
| 6M | +6.1% | +91.5% | -85.3% | +5.6% |
| YTD | +22.9% | +101.3% | -78.4% | +22.2% |
| 1Y | +14.7% | +20.8% | -6.0% | +14.4% |
| 3Y | +92.3% | -71.3% | +163.6% | +92.6% |
| 5Y | +116.6% | -99.2% | +215.9% | +118.6% |
| 10Y | +775.4% | -98.7% | +874.1% | +829.9% |
| All | +1,022.3% | -97.7% | +1,120.0% | +1,025.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling