+37,071.2%
ADI vs COO
+5,988.7%
+31,082.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.8% |
| 7D | +0.4% | -2.2% | +2.7% | +0.7% |
| 30D | -3.8% | -7.0% | +3.2% | -3.0% |
| 3M | -15.3% | +12.2% | -27.5% | -16.7% |
| 6M | +6.7% | -15.1% | +21.8% | +8.4% |
| YTD | +34.8% | -15.1% | +49.9% | +37.0% |
| 1Y | +49.0% | +2.3% | +46.7% | +48.1% |
| 3Y | +108.1% | -23.7% | +131.8% | +113.1% |
| 5Y | +142.4% | -38.9% | +181.4% | +154.3% |
| 10Y | +589.9% | +49.9% | +540.0% | +563.3% |
| All | +37,071.2% | +5,988.7% | +31,082.5% | +25,391.7% |
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 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