+760.1%
COST vs ADP
+322.2%
+438.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.0% |
| 7D | +5.0% | +2.2% | +2.8% | +4.1% |
| 30D | +12.8% | +10.6% | +2.3% | +8.5% |
| 3M | +15.2% | +12.9% | +2.3% | +9.7% |
| 6M | +7.4% | +50.6% | -43.2% | -8.9% |
| YTD | +29.0% | +23.2% | +5.8% | +17.9% |
| 1Y | +20.3% | +25.3% | -5.0% | +9.1% |
| 3Y | +99.0% | +47.1% | +51.9% | +67.8% |
| 5Y | +125.7% | +50.1% | +75.6% | +87.1% |
| All | +760.1% | +322.2% | +438.0% | +394.1% |
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