+25.4%
ADM vs COPX
+107.3%
-81.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.5% | +5.2% | +3.2% |
| 7D | +4.2% | -2.8% | +7.0% | +4.7% |
| 30D | -12.8% | -14.3% | +1.5% | -10.2% |
| 3M | -8.5% | -19.0% | +10.6% | -5.1% |
| 6M | -10.9% | -24.4% | +13.5% | -6.8% |
| YTD | +29.4% | -3.2% | +32.7% | +24.8% |
| 1Y | +27.5% | +15.2% | +12.4% | +16.8% |
| 3Y | +10.3% | +127.6% | -117.3% | -22.8% |
| All | +25.4% | +107.3% | -81.9% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling