+10,105.3%
ADI vs COR
+18,492.1%
-8,386.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -6.3% | +2.4% | -8.7% | -6.8% |
| 30D | -3.2% | +7.7% | -10.8% | -4.8% |
| 3M | +2.8% | +7.5% | -4.8% | +0.8% |
| 6M | -5.0% | +34.1% | -39.2% | -12.1% |
| YTD | +46.3% | +3.9% | +42.5% | +42.8% |
| 1Y | +71.6% | -3.6% | +75.3% | +70.5% |
| 3Y | +139.2% | +80.5% | +58.7% | +99.7% |
| 5Y | +136.4% | +194.9% | -58.4% | +73.0% |
| 10Y | +636.2% | +486.6% | +149.6% | +343.8% |
| All | +10,105.3% | +18,492.1% | -8,386.8% | +2,848.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling