+40,257.2%
ADI vs COP
+4,583.1%
+35,674.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.6% |
| 7D | -6.3% | -6.1% | -0.2% | -4.5% |
| 30D | -3.2% | +1.1% | -4.3% | -3.7% |
| 3M | +2.8% | +10.9% | -8.2% | -1.1% |
| 6M | -5.0% | +20.8% | -25.8% | -11.7% |
| YTD | +46.3% | +48.0% | -1.7% | +26.1% |
| 1Y | +71.6% | +58.5% | +13.1% | +44.4% |
| 3Y | +139.2% | +28.1% | +111.0% | +112.9% |
| 5Y | +136.4% | +120.5% | +16.0% | +69.0% |
| 10Y | +636.2% | +310.1% | +326.1% | +288.9% |
| All | +40,257.2% | +4,583.1% | +35,674.1% | +10,536.5% |
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 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