+113.1%
ADI vs COF
+115.1%
-2.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.7% | -0.2% |
| 7D | +1.3% | -6.1% | +7.4% | +4.3% |
| 30D | -6.0% | -5.2% | -0.8% | -3.7% |
| 3M | -7.7% | +17.0% | -24.7% | -15.0% |
| 6M | +14.0% | +12.9% | +1.1% | +6.3% |
| YTD | +34.4% | -13.5% | +47.9% | +42.4% |
| 1Y | +48.0% | -5.9% | +53.8% | +49.1% |
| All | +113.1% | +115.1% | -2.0% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling