+10,226.5%
ADI vs COR
+19,078.6%
-8,852.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.0% | -5.7% | -3.5% |
| 7D | +9.5% | +7.8% | +1.6% | +7.5% |
| 30D | -1.4% | +7.0% | -8.4% | -3.0% |
| 3M | +4.7% | +16.3% | -11.5% | +0.9% |
| 6M | -7.4% | +41.3% | -48.7% | -15.4% |
| YTD | +48.1% | +7.1% | +40.9% | +43.3% |
| 1Y | +69.6% | -0.8% | +70.5% | +67.3% |
| 3Y | +144.4% | +85.0% | +59.4% | +102.8% |
| 5Y | +134.1% | +203.9% | -69.7% | +70.0% |
| 10Y | +632.8% | +510.3% | +122.5% | +337.5% |
| All | +10,226.5% | +19,078.6% | -8,852.1% | +2,860.8% |
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