+162.4%
ADM vs COO
+43.7%
+118.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.6% |
| 7D | -0.1% | -2.3% | +2.2% | +0.5% |
| 30D | +11.0% | -8.8% | +19.8% | +13.7% |
| 3M | +6.0% | +1.3% | +4.7% | +5.2% |
| 6M | +26.9% | -11.6% | +38.5% | +30.4% |
| YTD | +50.0% | -17.4% | +67.4% | +57.0% |
| 1Y | +39.6% | -1.6% | +41.2% | +38.1% |
| 3Y | +18.5% | -22.6% | +41.2% | +22.4% |
| 5Y | +62.6% | -40.3% | +102.9% | +80.8% |
| 10Y | +162.4% | +45.2% | +117.2% | +132.5% |
| All | +162.4% | +43.7% | +118.7% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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