+96.5%
COST vs ADM
+8.2%
+88.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | +2.5% | +0.7% | +1.8% | +2.5% |
| 30D | +14.6% | -14.7% | +29.3% | +15.4% |
| 3M | +15.2% | -10.4% | +25.6% | +15.7% |
| 6M | +7.2% | -10.9% | +18.2% | +7.7% |
| YTD | +27.4% | +26.0% | +1.4% | +25.7% |
| 1Y | +20.2% | +26.5% | -6.3% | +18.6% |
| All | +96.5% | +8.2% | +88.2% | +86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling