+114.5%
ADI vs COP
+20.8%
+93.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +2.4% | -0.8% | +3.3% | +2.6% |
| 30D | -6.6% | +15.6% | -22.2% | -9.9% |
| 3M | -9.8% | +14.3% | -24.1% | -12.9% |
| 6M | +15.7% | +17.0% | -1.3% | +9.6% |
| YTD | +35.1% | +47.4% | -12.3% | +16.7% |
| 1Y | +47.7% | +52.4% | -4.7% | +25.2% |
| 3Y | +114.5% | +20.8% | +93.6% | +84.5% |
| All | +114.5% | +20.8% | +93.7% | +84.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling