-4.5%
COR vs ADM
+26.0%
-30.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.8% | +3.7% |
| 7D | +2.3% | -7.8% | +10.2% | +2.9% |
| 30D | +6.8% | -12.6% | +19.3% | +7.8% |
| 3M | +8.1% | -8.2% | +16.3% | +8.4% |
| 6M | +33.0% | -8.9% | +41.9% | +32.4% |
| YTD | +3.0% | +24.0% | -21.0% | -2.3% |
| All | -4.5% | +26.0% | -30.4% | -9.4% |
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