+17,590.3%
COR vs ADM
+955.2%
+16,635.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | +0.8% | -9.0% | +9.8% | +2.9% |
| 30D | +5.1% | -14.0% | +19.1% | +8.7% |
| 3M | +2.8% | -9.2% | +12.0% | +4.8% |
| 6M | +32.5% | -9.2% | +41.7% | +34.7% |
| YTD | -0.7% | +24.2% | -24.9% | -6.4% |
| 1Y | -6.7% | +27.0% | -33.7% | -12.6% |
| 3Y | +73.7% | +6.6% | +67.1% | +65.2% |
| 5Y | +177.9% | +25.0% | +152.9% | +151.3% |
| 10Y | +533.8% | +100.2% | +433.5% | +405.2% |
| All | +17,590.3% | +955.2% | +16,635.1% | +9,124.3% |
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