+281.8%
ADP vs FDS
+87.3%
+194.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -0.4% |
| 7D | -3.4% | -1.9% | -1.5% | -2.6% |
| 30D | +2.8% | +9.0% | -6.2% | -1.7% |
| 3M | +20.9% | +18.9% | +2.1% | +10.2% |
| 6M | +29.9% | +35.1% | -5.3% | +10.1% |
| YTD | +9.6% | +5.5% | +4.1% | +4.3% |
| 1Y | -5.3% | -16.8% | +11.5% | +0.8% |
| 3Y | +16.5% | -28.1% | +44.5% | +31.4% |
| 5Y | +49.4% | -17.4% | +66.8% | +53.6% |
| All | +281.8% | +87.3% | +194.4% | +157.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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