+281.8%
ADP vs COO
+48.2%
+233.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.5% |
| 7D | -3.4% | -2.2% | -1.2% | -2.6% |
| 30D | +2.8% | -7.0% | +9.8% | +5.6% |
| 3M | +20.9% | +12.2% | +8.7% | +15.3% |
| 6M | +29.9% | -15.1% | +45.0% | +37.5% |
| YTD | +9.6% | -15.1% | +24.7% | +16.1% |
| 1Y | -5.3% | +2.3% | -7.6% | -7.4% |
| 3Y | +16.5% | -23.7% | +40.1% | +22.8% |
| 5Y | +49.4% | -38.9% | +88.3% | +72.1% |
| All | +281.8% | +48.2% | +233.5% | +219.8% |
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