+141.2%
ADI vs COO
-38.8%
+180.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.2% |
| 7D | +0.4% | -2.2% | +2.7% | +1.4% |
| 30D | -3.8% | -7.0% | +3.2% | -0.9% |
| 3M | -15.3% | +12.2% | -27.5% | -20.8% |
| 6M | +6.7% | -15.1% | +21.8% | +14.1% |
| YTD | +34.8% | -15.1% | +49.9% | +44.0% |
| 1Y | +49.0% | +2.3% | +46.7% | +44.8% |
| 3Y | +108.1% | -23.7% | +131.8% | +124.0% |
| All | +141.2% | -38.8% | +180.0% | +180.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 5y: compounded portfolio wealth divided by compounded COO 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…
5y analysis · Full analysis span regression · 6 months rolling