-5.6%
COST vs ADI
+54.8%
-60.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.9% | -4.6% | +0.4% |
| 7D | -1.2% | +4.6% | -5.8% | -1.1% |
| 30D | -4.7% | -1.2% | -3.5% | -4.7% |
| 3M | -7.1% | -7.8% | +0.7% | -7.1% |
| 6M | -8.5% | +19.3% | -27.9% | -10.2% |
| YTD | +5.4% | +40.9% | -35.5% | +1.7% |
| 1Y | -5.6% | +54.5% | -60.1% | -9.6% |
| All | -5.6% | +54.8% | -60.4% | -9.6% |
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