-3.6%
COST vs ADM
+40.7%
-44.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -3.1% | +3.8% | -6.9% | -3.5% |
| 30D | -2.8% | +9.8% | -12.5% | -3.8% |
| 3M | -5.7% | +2.1% | -7.8% | -6.0% |
| 6M | -8.8% | +27.5% | -36.3% | -12.0% |
| YTD | +6.7% | +50.2% | -43.5% | +0.2% |
| 1Y | -3.6% | +40.6% | -44.2% | -8.9% |
| All | -3.6% | +40.7% | -44.4% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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