+171.1%
ADM vs COPX
+583.8%
-412.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +2.5% | -2.3% | +4.8% | +3.0% |
| 30D | +9.5% | +0.3% | +9.2% | +8.9% |
| 3M | +10.6% | +6.8% | +3.8% | +7.5% |
| 6M | +24.0% | +7.9% | +16.1% | +18.3% |
| YTD | +54.0% | +23.7% | +30.2% | +39.1% |
| 1Y | +45.3% | +71.5% | -26.2% | +16.9% |
| 3Y | +21.8% | +149.1% | -127.3% | -16.9% |
| 5Y | +66.8% | +167.3% | -100.5% | +7.6% |
| All | +171.1% | +583.8% | -412.7% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded COPX 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling