+604.4%
COST vs ADP
+279.5%
+324.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | -2.8% | -5.7% | +2.9% | -0.6% |
| 30D | -5.3% | -3.1% | -2.2% | -4.2% |
| 3M | -6.7% | +15.6% | -22.3% | -12.1% |
| 6M | -9.9% | +20.8% | -30.7% | -17.0% |
| YTD | +5.1% | +4.7% | +0.4% | +2.3% |
| 1Y | -7.3% | -8.3% | +1.0% | -4.9% |
| 3Y | +70.4% | +13.6% | +56.8% | +58.9% |
| 5Y | +104.4% | +45.0% | +59.4% | +72.3% |
| All | +604.4% | +279.5% | +324.9% | +327.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling