+11,743.1%
COST vs ADP
+11,097.1%
+645.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.0% | -0.2% |
| 7D | -3.1% | -3.4% | +0.3% | -1.7% |
| 30D | -2.8% | +2.8% | -5.6% | -4.0% |
| 3M | -5.7% | +20.9% | -26.6% | -13.2% |
| 6M | -8.8% | +29.9% | -38.6% | -19.1% |
| YTD | +6.7% | +9.6% | -3.0% | +1.2% |
| 1Y | -3.6% | -5.3% | +1.6% | -2.9% |
| 3Y | +75.1% | +16.5% | +58.6% | +60.0% |
| 5Y | +108.9% | +49.4% | +59.5% | +70.8% |
| 10Y | +586.2% | +282.2% | +304.0% | +256.8% |
| All | +11,743.1% | +11,097.1% | +645.9% | +1,173.6% |
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