+104.7%
COST vs ADP
+45.3%
+59.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.4% |
| 7D | -2.5% | -5.7% | +3.2% | -0.1% |
| 30D | -4.4% | -1.4% | -3.1% | -4.0% |
| 3M | -8.1% | +16.6% | -24.6% | -14.1% |
| 6M | -9.2% | +24.9% | -34.2% | -18.1% |
| YTD | +5.1% | +5.6% | -0.5% | +2.6% |
| 1Y | -5.1% | -6.0% | +0.9% | -2.0% |
| 3Y | +70.4% | +14.5% | +55.9% | +57.3% |
| 5Y | +104.7% | +47.9% | +56.8% | +60.8% |
| All | +104.7% | +45.3% | +59.4% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling