+640.7%
ADI vs COR
+469.4%
+171.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +13.4% | +2.9% | +10.5% | +12.5% |
| 30D | -1.3% | +5.8% | -7.1% | -2.8% |
| 3M | +6.8% | +11.4% | -4.6% | +3.5% |
| 6M | -1.9% | +34.5% | -36.4% | -10.6% |
| YTD | +52.3% | +4.1% | +48.2% | +48.3% |
| 1Y | +71.6% | -3.1% | +74.8% | +70.9% |
| 3Y | +148.9% | +80.9% | +68.0% | +93.7% |
| 5Y | +140.8% | +195.1% | -54.4% | +52.7% |
| All | +640.7% | +469.4% | +171.3% | +278.9% |
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