+57.2%
COP vs ADM
+26.0%
+31.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -8.4% | -7.8% | -0.6% | -4.9% |
| 30D | +0.3% | -12.6% | +12.9% | +6.8% |
| 3M | +15.1% | -8.2% | +23.3% | +19.9% |
| 6M | +19.8% | -8.9% | +28.7% | +24.8% |
| YTD | +46.8% | +24.0% | +22.8% | +30.0% |
| All | +57.2% | +26.0% | +31.2% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling