+609.0%
COST vs AR
+43.0%
+566.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -2.8% | -1.2% | -1.6% | -2.7% |
| 30D | -5.3% | +5.5% | -10.8% | -5.4% |
| 3M | -6.7% | +12.9% | -19.5% | -7.1% |
| 6M | -9.9% | +0.1% | -10.0% | -10.0% |
| YTD | +5.1% | +13.5% | -8.4% | +4.5% |
| 1Y | -7.3% | +21.6% | -28.9% | -8.1% |
| 3Y | +70.4% | +46.0% | +24.4% | +67.0% |
| 5Y | +104.4% | +143.7% | -39.3% | +97.7% |
| 10Y | +609.0% | +44.3% | +564.7% | +682.5% |
| All | +609.0% | +43.0% | +566.0% | +682.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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