+41,876.5%
ADI vs COP
+4,661.5%
+37,214.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +3.5% |
| 7D | +0.7% | +0.7% | 0.0% | +0.5% |
| 30D | +0.7% | +0.2% | +0.5% | +0.4% |
| 3M | +6.5% | +10.2% | -3.7% | +2.7% |
| 6M | -2.7% | +20.1% | -22.8% | -9.3% |
| YTD | +52.2% | +50.5% | +1.7% | +30.6% |
| 1Y | +77.5% | +56.8% | +20.6% | +49.9% |
| 3Y | +148.8% | +30.3% | +118.5% | +120.3% |
| 5Y | +142.9% | +126.8% | +16.1% | +72.1% |
| 10Y | +653.2% | +325.0% | +328.2% | +293.5% |
| All | +41,876.5% | +4,661.5% | +37,214.9% | +10,907.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling