+1,620.7%
ADI vs COPX
+200.8%
+1,419.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | +2.6% | +6.0% | -3.3% | 0.0% |
| 30D | -4.6% | +6.4% | -11.1% | -7.3% |
| 3M | -9.5% | +19.3% | -28.8% | -16.5% |
| 6M | +14.8% | +16.2% | -1.4% | +6.0% |
| YTD | +35.8% | +33.2% | +2.7% | +16.7% |
| 1Y | +48.9% | +90.2% | -41.3% | +8.9% |
| 3Y | +115.6% | +175.7% | -60.1% | +30.4% |
| 5Y | +135.1% | +193.1% | -58.0% | +34.3% |
| 10Y | +636.4% | +619.4% | +17.0% | +167.1% |
| All | +1,620.7% | +200.8% | +1,419.9% | +713.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling