+99.0%
COST vs AME
+64.2%
+34.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.8% | +1.2% |
| 7D | +5.0% | +5.9% | -0.9% | +4.4% |
| 30D | +12.8% | -1.9% | +14.7% | +12.9% |
| 3M | +15.2% | -5.4% | +20.5% | +15.8% |
| 6M | +7.4% | +4.9% | +2.5% | +6.1% |
| YTD | +29.0% | +18.5% | +10.6% | +23.9% |
| 1Y | +20.3% | +25.5% | -5.2% | +14.0% |
| 3Y | +99.0% | +63.0% | +36.0% | +79.9% |
| All | +99.0% | +64.2% | +34.8% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling