+760.1%
COST vs ADM
+133.7%
+626.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +0.7% |
| 7D | +5.0% | +4.2% | +0.8% | +4.0% |
| 30D | +12.8% | -12.8% | +25.7% | +16.2% |
| 3M | +15.2% | -8.5% | +23.6% | +17.1% |
| 6M | +7.4% | -10.9% | +18.3% | +9.7% |
| YTD | +29.0% | +29.4% | -0.4% | +20.2% |
| 1Y | +20.3% | +27.5% | -7.3% | +12.4% |
| 3Y | +99.0% | +10.3% | +88.7% | +88.3% |
| 5Y | +125.7% | +27.4% | +98.3% | +101.7% |
| All | +760.1% | +133.7% | +626.4% | +490.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling