+316.1%
ADP vs FDS
+127.5%
+188.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | +3.2% | -2.0% | +5.2% | +4.2% |
| 30D | +12.8% | +13.5% | -0.8% | +5.9% |
| 3M | +12.3% | +15.2% | -2.8% | +4.1% |
| 6M | +45.4% | +47.0% | -1.6% | +18.1% |
| YTD | +21.4% | +13.9% | +7.5% | +10.6% |
| 1Y | +23.7% | +25.2% | -1.5% | +6.8% |
| 3Y | +43.6% | -25.3% | +69.0% | +58.9% |
| 5Y | +48.7% | -23.3% | +72.0% | +59.5% |
| 10Y | +316.1% | +126.0% | +190.1% | +158.5% |
| All | +316.1% | +127.5% | +188.6% | +158.5% |
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