+4,615.1%
COP vs ADM
+1,583.8%
+3,031.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.7% | +0.8% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +0.2% | -11.8% | +12.0% | +5.2% |
| 3M | +10.2% | -11.3% | +21.5% | +15.3% |
| 6M | +20.1% | -10.0% | +30.1% | +24.8% |
| YTD | +50.5% | +25.9% | +24.6% | +36.8% |
| 1Y | +56.8% | +26.7% | +30.1% | +42.0% |
| 3Y | +30.3% | +8.1% | +22.1% | +21.3% |
| 5Y | +126.8% | +23.5% | +103.3% | +101.5% |
| 10Y | +325.0% | +128.2% | +196.8% | +206.8% |
| All | +4,615.1% | +1,583.8% | +3,031.2% | +2,028.7% |
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