+106.2%
COST vs AR
+140.6%
-34.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -3.2% | -1.8% | -1.3% | -3.0% |
| 30D | -4.0% | +12.6% | -16.6% | -4.8% |
| 3M | -6.5% | +10.0% | -16.5% | -7.2% |
| 6M | -8.5% | +0.6% | -9.2% | -8.8% |
| YTD | +6.0% | +13.4% | -7.4% | +4.7% |
| 1Y | -5.8% | +21.7% | -27.5% | -7.7% |
| 3Y | +71.8% | +45.8% | +26.0% | +63.6% |
| 5Y | +106.2% | +144.3% | -38.0% | +89.9% |
| All | +106.2% | +140.6% | -34.4% | +89.9% |
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