+874.0%
COST vs AMC
-98.1%
+972.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.3% | -5.4% | -1.1% |
| 7D | -3.1% | +2.3% | -5.5% | -3.2% |
| 30D | -2.8% | -0.7% | -2.0% | -2.8% |
| 3M | -5.7% | +35.2% | -40.9% | -5.9% |
| 6M | -8.8% | +124.6% | -133.3% | -9.3% |
| YTD | +6.7% | +69.9% | -63.2% | +6.2% |
| 1Y | -3.6% | -2.6% | -1.1% | -3.8% |
| 3Y | +75.1% | -79.8% | +154.9% | +75.6% |
| 5Y | +108.9% | -99.4% | +208.3% | +111.1% |
| 10Y | +586.2% | -98.9% | +685.1% | +627.8% |
| All | +874.0% | -98.1% | +972.1% | +877.5% |
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