+624.2%
ADI vs COP
+314.5%
+309.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.6% |
| 7D | -6.3% | -6.1% | -0.2% | -4.6% |
| 30D | -3.2% | +1.1% | -4.3% | -3.7% |
| 3M | +2.8% | +10.9% | -8.2% | -0.9% |
| 6M | -5.0% | +20.8% | -25.8% | -11.3% |
| YTD | +46.3% | +48.0% | -1.7% | +26.7% |
| 1Y | +71.6% | +58.5% | +13.1% | +45.0% |
| 3Y | +139.2% | +28.1% | +111.0% | +113.2% |
| 5Y | +136.4% | +120.5% | +16.0% | +69.2% |
| All | +624.2% | +314.5% | +309.7% | +303.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 10y: compounded portfolio wealth divided by compounded COP 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…
10y analysis · Full analysis span regression · 6 months rolling