+141.2%
ADI vs COP
+186.3%
-45.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.5% |
| 3M | -9.8% | +14.3% | -24.1% | -12.7% |
| 6M | +15.7% | +17.0% | -1.3% | +10.5% |
| YTD | +35.1% | +47.4% | -12.3% | +20.9% |
| 1Y | +47.7% | +52.4% | -4.7% | +30.6% |
| 3Y | +114.5% | +20.8% | +93.6% | +96.3% |
| 5Y | +141.2% | +191.7% | -50.4% | +84.9% |
| All | +141.2% | +186.3% | -45.1% | +84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling