+4,492.0%
COP vs ADM
+1,908.9%
+2,583.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.2% |
| 7D | +3.0% | +3.8% | -0.8% | +1.5% |
| 30D | +17.5% | +9.8% | +7.7% | +13.2% |
| 3M | +13.4% | +2.1% | +11.2% | +12.3% |
| 6M | +17.7% | +27.5% | -9.8% | +6.6% |
| YTD | +46.6% | +50.2% | -3.6% | +24.4% |
| 1Y | +44.6% | +40.6% | +4.0% | +25.5% |
| 3Y | +20.7% | +17.2% | +3.5% | +9.0% |
| 5Y | +185.0% | +61.9% | +123.2% | +128.0% |
| 10Y | +347.0% | +159.3% | +187.7% | +205.4% |
| All | +4,492.0% | +1,908.9% | +2,583.1% | +1,836.2% |
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