+114.3%
ADI vs COO
-41.6%
+155.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.4% |
| 7D | -12.8% | +4.7% | -17.6% | -14.5% |
| 30D | -11.3% | +13.9% | -25.2% | -16.2% |
| 3M | -3.4% | -14.9% | +11.6% | +2.1% |
| 6M | -12.0% | +2.0% | -14.0% | -15.7% |
| YTD | +35.3% | -23.9% | +59.2% | +49.7% |
| 1Y | +58.1% | -9.6% | +67.7% | +60.4% |
| 3Y | +127.4% | -25.4% | +152.8% | +140.6% |
| All | +114.3% | -41.6% | +155.9% | +152.7% |
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