+23.7%
ADP vs COO
-9.4%
+33.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.9% |
| 7D | +3.2% | +4.7% | -1.5% | +2.3% |
| 30D | +14.9% | +13.9% | +1.0% | +12.4% |
| 3M | +11.6% | -14.9% | +26.6% | +15.1% |
| 6M | +48.5% | +2.0% | +46.4% | +49.1% |
| YTD | +20.6% | -23.9% | +44.5% | +30.3% |
| 1Y | +23.7% | -9.6% | +33.3% | +28.3% |
| All | +23.7% | -9.4% | +33.1% | +28.3% |
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