+651.5%
ADI vs COF
+248.6%
+402.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +4.6% |
| 7D | +4.6% | -5.1% | +9.7% | +7.0% |
| 30D | -1.2% | -6.0% | +4.9% | +1.5% |
| 3M | -7.8% | +14.8% | -22.6% | -13.8% |
| 6M | +19.3% | +15.3% | +4.0% | +11.0% |
| YTD | +40.9% | -13.0% | +54.0% | +47.6% |
| 1Y | +54.5% | -5.7% | +60.2% | +55.5% |
| 3Y | +123.4% | +118.1% | +5.3% | +53.2% |
| 5Y | +142.3% | +46.2% | +96.1% | +90.9% |
| All | +651.5% | +248.6% | +402.9% | +304.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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