+11,671.2%
COST vs ADI
+36,225.1%
-24,554.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -3.2% | +2.4% | -5.6% | -3.6% |
| 30D | -4.0% | -6.6% | +2.6% | -2.8% |
| 3M | -6.5% | -9.8% | +3.3% | -5.2% |
| 6M | -8.5% | +15.7% | -24.2% | -12.0% |
| YTD | +6.0% | +35.1% | -29.1% | -1.1% |
| 1Y | -5.8% | +47.7% | -53.5% | -13.8% |
| 3Y | +71.8% | +114.5% | -42.6% | +43.6% |
| 5Y | +106.2% | +141.2% | -35.0% | +67.4% |
| 10Y | +602.0% | +611.3% | -9.3% | +354.5% |
| All | +11,671.2% | +36,225.1% | -24,554.0% | +2,281.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling