+5,862.8%
COF vs ADM
+1,166.2%
+4,696.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +1.8% | +3.8% | -1.9% | +0.1% |
| 30D | -0.6% | +9.8% | -10.3% | -4.9% |
| 3M | +20.3% | +2.1% | +18.2% | +18.1% |
| 6M | +13.0% | +27.5% | -14.5% | -0.7% |
| YTD | -8.3% | +50.2% | -58.5% | -25.6% |
| 1Y | -1.5% | +40.6% | -42.1% | -18.1% |
| 3Y | +122.3% | +17.2% | +105.0% | +92.1% |
| 5Y | +52.5% | +61.9% | -9.4% | +10.5% |
| 10Y | +264.9% | +159.3% | +105.6% | +115.4% |
| All | +5,862.8% | +1,166.2% | +4,696.6% | +1,857.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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