+37,205.6%
ADI vs COO
+5,356.1%
+31,849.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.9% |
| 7D | -12.8% | +4.7% | -17.6% | -13.4% |
| 30D | -11.3% | +13.9% | -25.2% | -12.8% |
| 3M | -3.4% | -14.9% | +11.6% | -1.8% |
| 6M | -12.0% | +2.0% | -14.0% | -12.8% |
| YTD | +35.3% | -23.9% | +59.2% | +38.9% |
| 1Y | +58.1% | -9.6% | +67.7% | +58.9% |
| 3Y | +127.4% | -25.4% | +152.8% | +132.9% |
| 5Y | +114.6% | -41.2% | +155.8% | +125.7% |
| 10Y | +589.3% | +42.1% | +547.3% | +566.1% |
| All | +37,205.6% | +5,356.1% | +31,849.5% | +25,740.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling