+512.3%
COR vs ADM
+100.2%
+412.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.8% | +3.7% |
| 7D | +2.3% | -7.8% | +10.2% | +4.9% |
| 30D | +6.8% | -12.6% | +19.3% | +11.2% |
| 3M | +8.1% | -8.2% | +16.3% | +10.5% |
| 6M | +33.0% | -8.9% | +41.9% | +35.7% |
| YTD | +3.0% | +24.0% | -21.0% | -5.8% |
| 1Y | -3.4% | +26.2% | -29.6% | -12.3% |
| 3Y | +80.1% | +7.0% | +73.1% | +67.5% |
| 5Y | +194.7% | +24.9% | +169.9% | +141.4% |
| 10Y | +512.3% | +102.6% | +409.6% | +252.2% |
| All | +512.3% | +100.2% | +412.1% | +252.2% |
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 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