+6.6%
ADM vs COO
-25.3%
+31.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.6% |
| 7D | -9.0% | +4.7% | -13.7% | -9.3% |
| 30D | -14.0% | +13.9% | -27.9% | -14.8% |
| 3M | -9.2% | -14.9% | +5.8% | -7.8% |
| 6M | -9.2% | +2.0% | -11.2% | -9.9% |
| YTD | +24.2% | -23.9% | +48.1% | +28.5% |
| 1Y | +27.0% | -9.6% | +36.6% | +27.8% |
| 3Y | +6.6% | -25.4% | +32.0% | +5.8% |
| All | +6.6% | -25.3% | +31.9% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling