+118.5%
COST vs AR
+74.0%
+44.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.1% |
| 7D | +4.1% | -14.3% | +18.3% | +5.2% |
| 30D | +12.0% | +1.4% | +10.5% | +11.7% |
| 3M | +11.2% | +3.4% | +7.8% | +10.6% |
| 6M | +6.1% | -2.1% | +8.2% | +6.0% |
| YTD | +22.9% | +4.7% | +18.2% | +21.8% |
| 1Y | +14.7% | +10.6% | +4.2% | +13.0% |
| 3Y | +92.3% | +24.6% | +67.7% | +84.9% |
| All | +118.5% | +74.0% | +44.5% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling