+67.2%
ADM vs COPX
+167.3%
-100.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.0% | +7.4% | +1.9% |
| 7D | +3.0% | -2.9% | +5.9% | +3.5% |
| 30D | +8.7% | 0.0% | +8.7% | +8.3% |
| 3M | +7.6% | +14.8% | -7.2% | +3.4% |
| 6M | +26.9% | +7.0% | +19.8% | +22.7% |
| YTD | +54.3% | +23.8% | +30.4% | +42.1% |
| 1Y | +45.7% | +75.7% | -30.0% | +20.5% |
| 3Y | +21.9% | +156.4% | -134.5% | -14.1% |
| 5Y | +67.2% | +167.6% | -100.4% | +13.8% |
| All | +67.2% | +167.3% | -100.1% | +13.8% |
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