+104.7%
COST vs ADI
+131.6%
-26.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -2.5% | +1.3% | -3.8% | -2.8% |
| 30D | -4.4% | -6.0% | +1.5% | -3.2% |
| 3M | -8.1% | -7.7% | -0.4% | -7.2% |
| 6M | -9.2% | +14.0% | -23.2% | -14.0% |
| YTD | +5.1% | +34.4% | -29.3% | -5.2% |
| 1Y | -5.1% | +48.0% | -53.0% | -17.0% |
| 3Y | +70.4% | +113.3% | -43.0% | +25.6% |
| 5Y | +104.7% | +131.1% | -26.4% | +40.7% |
| All | +104.7% | +131.6% | -26.9% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling