+606.1%
COST vs AME
+445.1%
+161.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | -0.9% |
| 7D | -1.2% | +1.7% | -2.9% | -1.8% |
| 30D | -4.7% | -6.4% | +1.7% | -2.6% |
| 3M | -7.1% | +7.1% | -14.2% | -9.7% |
| 6M | -8.5% | +8.2% | -16.7% | -11.9% |
| YTD | +5.4% | +18.2% | -12.8% | -2.0% |
| 1Y | -5.6% | +26.7% | -32.4% | -14.8% |
| 3Y | +68.5% | +60.7% | +7.8% | +35.9% |
| 5Y | +105.2% | +91.6% | +13.7% | +53.5% |
| All | +606.1% | +445.1% | +161.0% | +293.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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