-3.6%
COST vs ADP
-4.5%
+0.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.0% | -0.8% |
| 7D | -3.1% | -3.4% | +0.3% | -2.7% |
| 30D | -2.8% | +2.8% | -5.6% | -3.2% |
| 3M | -5.7% | +20.9% | -26.6% | -7.7% |
| 6M | -8.8% | +29.9% | -38.6% | -11.3% |
| YTD | +6.7% | +9.6% | -3.0% | +8.0% |
| 1Y | -3.6% | -5.3% | +1.6% | -1.1% |
| All | -3.6% | -4.5% | +0.9% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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