+1,908.9%
ADM vs COO
+5,988.7%
-4,079.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | +3.8% | -2.2% | +6.0% | +3.9% |
| 30D | +9.8% | -7.0% | +16.8% | +10.2% |
| 3M | +2.1% | +12.2% | -10.1% | +1.4% |
| 6M | +27.5% | -15.1% | +42.6% | +28.5% |
| YTD | +50.2% | -15.1% | +65.3% | +51.3% |
| 1Y | +40.6% | +2.3% | +38.3% | +40.1% |
| 3Y | +17.2% | -23.7% | +40.9% | +18.3% |
| 5Y | +61.9% | -38.9% | +100.8% | +64.8% |
| 10Y | +159.3% | +49.9% | +109.3% | +152.8% |
| All | +1,908.9% | +5,988.7% | -4,079.8% | +1,842.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling