+398.1%
COR vs ADM
+158.6%
+239.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -1.9% | -0.1% | -1.8% | -1.9% |
| 30D | +1.5% | +11.0% | -9.5% | -1.9% |
| 3M | +18.7% | +6.0% | +12.7% | +16.2% |
| 6M | -9.0% | +26.9% | -36.0% | -16.4% |
| YTD | -3.3% | +50.0% | -53.3% | -16.1% |
| 1Y | +9.8% | +39.6% | -29.8% | -2.7% |
| 3Y | +87.4% | +18.5% | +68.8% | +71.5% |
| 5Y | +180.5% | +62.6% | +117.9% | +111.0% |
| 10Y | +398.1% | +162.4% | +235.7% | +174.1% |
| All | +398.1% | +158.6% | +239.5% | +174.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling