+48.7%
ADP vs COO
-40.4%
+89.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | +0.5% |
| 7D | +2.2% | +0.5% | +1.7% | +2.0% |
| 30D | +10.6% | +14.2% | -3.6% | +6.7% |
| 3M | +12.9% | -18.2% | +31.1% | +18.8% |
| 6M | +50.6% | +5.3% | +45.3% | +47.3% |
| YTD | +23.2% | -23.6% | +46.7% | +31.8% |
| 1Y | +25.3% | -12.7% | +37.9% | +28.7% |
| 3Y | +47.1% | -24.2% | +71.3% | +50.3% |
| All | +48.7% | -40.4% | +89.1% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling