+25.4%
ADM vs COO
-40.4%
+65.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.6% |
| 7D | +4.2% | +0.5% | +3.7% | +4.1% |
| 30D | -12.8% | +14.2% | -27.0% | -14.4% |
| 3M | -8.5% | -18.2% | +9.7% | -5.9% |
| 6M | -10.9% | +5.3% | -16.3% | -12.5% |
| YTD | +29.4% | -23.6% | +53.0% | +34.7% |
| 1Y | +27.5% | -12.7% | +40.2% | +29.2% |
| 3Y | +10.3% | -24.2% | +34.5% | +12.3% |
| All | +25.4% | -40.4% | +65.8% | +31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling