+1,561.3%
ADM vs COO
+5,356.1%
-3,794.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.6% |
| 3M | -9.2% | -14.9% | +5.8% | -8.5% |
| 6M | -9.2% | +2.0% | -11.2% | -9.5% |
| YTD | +24.2% | -23.9% | +48.1% | +25.7% |
| 1Y | +27.0% | -9.6% | +36.6% | +27.2% |
| 3Y | +6.6% | -25.4% | +32.0% | +7.6% |
| 5Y | +25.0% | -41.2% | +66.2% | +27.3% |
| 10Y | +100.2% | +42.1% | +58.2% | +95.7% |
| All | +1,561.3% | +5,356.1% | -3,794.8% | +1,514.2% |
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