+13,986.6%
COST vs ADP
+12,335.4%
+1,651.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | +3.9% | +0.9% | +3.0% | +3.5% |
| 30D | +13.5% | +11.9% | +1.6% | +8.3% |
| 3M | +15.3% | +13.7% | +1.6% | +9.1% |
| 6M | +9.2% | +46.8% | -37.6% | -7.8% |
| YTD | +26.9% | +21.8% | +5.1% | +15.0% |
| 1Y | +19.7% | +23.5% | -3.8% | +7.8% |
| 3Y | +96.0% | +44.1% | +52.0% | +64.1% |
| 5Y | +124.0% | +49.9% | +74.2% | +82.7% |
| 10Y | +760.6% | +318.8% | +441.9% | +330.5% |
| All | +13,986.6% | +12,335.4% | +1,651.2% | +1,347.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling