+316.1%
ADP vs COO
+38.3%
+277.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +3.2% | +4.5% | -1.3% | +1.4% |
| 30D | +12.8% | +16.9% | -4.2% | +6.3% |
| 3M | +12.3% | -16.7% | +29.0% | +19.4% |
| 6M | +45.4% | +5.9% | +39.5% | +40.3% |
| YTD | +21.4% | -22.4% | +43.8% | +31.9% |
| 1Y | +23.7% | -10.1% | +33.8% | +26.4% |
| 3Y | +43.6% | -22.8% | +66.4% | +48.2% |
| 5Y | +48.7% | -41.4% | +90.1% | +71.7% |
| 10Y | +316.1% | +41.3% | +274.8% | +259.9% |
| All | +316.1% | +38.3% | +277.7% | +259.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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