+636.4%
ADI vs COP
+334.3%
+302.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | +2.6% | -0.5% | +3.1% | +2.8% |
| 30D | -4.6% | +11.7% | -16.3% | -7.8% |
| 3M | -9.5% | +17.7% | -27.2% | -14.3% |
| 6M | +14.8% | +18.3% | -3.5% | +7.8% |
| YTD | +35.8% | +49.1% | -13.2% | +18.1% |
| 1Y | +48.9% | +53.3% | -4.4% | +27.9% |
| 3Y | +115.6% | +22.2% | +93.4% | +95.6% |
| 5Y | +135.1% | +193.3% | -58.2% | +54.1% |
| 10Y | +636.4% | +340.2% | +296.2% | +313.7% |
| All | +636.4% | +334.3% | +302.2% | +313.7% |
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