+651.5%
ADI vs COPX
+583.8%
+67.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +4.9% | +4.9% |
| 7D | +4.6% | -2.3% | +6.9% | +5.5% |
| 30D | -1.2% | +0.3% | -1.4% | -1.7% |
| 3M | -7.8% | +6.8% | -14.6% | -11.3% |
| 6M | +19.3% | +7.9% | +11.4% | +12.9% |
| YTD | +40.9% | +23.7% | +17.2% | +22.9% |
| 1Y | +54.5% | +71.5% | -17.0% | +14.1% |
| 3Y | +123.4% | +149.1% | -25.7% | +32.2% |
| 5Y | +142.3% | +167.3% | -25.0% | +33.0% |
| All | +651.5% | +583.8% | +67.7% | +146.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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