+11,904.6%
ADP vs COO
+5,356.1%
+6,548.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.1% |
| 7D | +3.2% | +4.7% | -1.5% | +2.9% |
| 30D | +14.9% | +13.9% | +1.0% | +13.8% |
| 3M | +11.6% | -14.9% | +26.6% | +12.8% |
| 6M | +48.5% | +2.0% | +46.4% | +48.0% |
| YTD | +20.6% | -23.9% | +44.5% | +22.7% |
| 1Y | +23.7% | -9.6% | +33.3% | +24.3% |
| 3Y | +47.8% | -25.4% | +73.2% | +49.8% |
| 5Y | +47.7% | -41.2% | +88.9% | +51.9% |
| 10Y | +324.0% | +42.1% | +281.9% | +315.0% |
| All | +11,904.6% | +5,356.1% | +6,548.5% | +10,604.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling