+9,933.9%
ADI vs COF
+5,709.6%
+4,224.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.8% | +1.1% |
| 7D | +2.4% | +1.2% | +1.2% | +2.0% |
| 30D | -6.6% | -1.4% | -5.2% | -6.2% |
| 3M | -9.8% | +19.0% | -28.8% | -15.1% |
| 6M | +15.7% | +14.9% | +0.8% | +9.9% |
| YTD | +35.1% | -10.7% | +45.8% | +38.7% |
| 1Y | +47.7% | -1.3% | +49.0% | +46.5% |
| 3Y | +114.5% | +124.3% | -9.8% | +62.0% |
| 5Y | +141.2% | +51.1% | +90.1% | +102.7% |
| 10Y | +611.3% | +252.4% | +359.0% | +334.4% |
| All | +9,933.9% | +5,709.6% | +4,224.3% | +1,954.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling