-4.4%
ADP vs COO
+0.2%
-4.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.7% |
| 7D | -3.4% | -2.2% | -1.2% | -2.9% |
| 30D | +2.8% | -7.0% | +9.8% | +4.5% |
| 3M | +20.9% | +12.2% | +8.7% | +18.8% |
| 6M | +29.9% | -15.1% | +45.0% | +37.0% |
| YTD | +9.6% | -15.1% | +24.7% | +15.6% |
| All | -4.4% | +0.2% | -4.6% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling