+624.3%
ADI vs COR
+409.2%
+215.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +2.6% | -3.9% | +6.5% | +3.7% |
| 30D | -4.6% | -0.3% | -4.3% | -4.7% |
| 3M | -9.5% | +15.9% | -25.4% | -13.5% |
| 6M | +14.8% | -10.3% | +25.1% | +17.2% |
| YTD | +35.8% | -3.7% | +39.5% | +35.2% |
| 1Y | +48.9% | +9.1% | +39.9% | +42.0% |
| 3Y | +115.6% | +86.6% | +29.0% | +67.5% |
| 5Y | +135.1% | +180.9% | -45.8% | +56.0% |
| All | +624.3% | +409.2% | +215.1% | +311.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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