+171.7%
ADM vs COPX
+584.4%
-412.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.0% | +7.4% | +2.4% |
| 7D | +3.0% | -2.9% | +5.9% | +3.7% |
| 30D | +8.7% | 0.0% | +8.7% | +8.2% |
| 3M | +7.6% | +14.8% | -7.2% | +2.2% |
| 6M | +26.9% | +7.0% | +19.8% | +21.3% |
| YTD | +54.3% | +23.8% | +30.4% | +39.4% |
| 1Y | +45.7% | +75.7% | -30.0% | +16.3% |
| 3Y | +21.9% | +156.4% | -134.5% | -17.6% |
| 5Y | +67.2% | +167.6% | -100.4% | +7.8% |
| All | +171.7% | +584.4% | -412.8% | +17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling