+11.9%
COST vs ADI
+76.5%
-64.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.2% | +5.9% | +2.5% |
| 7D | +6.6% | -5.1% | +11.8% | +6.3% |
| 30D | +13.5% | -3.1% | +16.5% | +13.4% |
| 3M | +10.6% | +7.1% | +3.4% | +10.8% |
| 6M | +3.6% | +2.9% | +0.7% | +3.5% |
| YTD | +22.1% | +51.1% | -29.1% | +17.3% |
| 1Y | +11.9% | +79.3% | -67.4% | +5.4% |
| All | +11.9% | +76.5% | -64.6% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 1y: compounded portfolio wealth divided by compounded ADI 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…
1y analysis · Full analysis span regression · 6 months rolling