+316.8%
ADP vs FDS
+135.4%
+181.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | +0.6% |
| 7D | +3.2% | -0.5% | +3.7% | +3.4% |
| 30D | +14.9% | +20.2% | -5.3% | +4.9% |
| 3M | +11.6% | +19.9% | -8.2% | +1.3% |
| 6M | +48.5% | +56.2% | -7.7% | +17.0% |
| YTD | +20.6% | +14.6% | +6.0% | +9.5% |
| 1Y | +23.7% | +31.6% | -7.9% | +4.0% |
| 3Y | +47.8% | -23.8% | +71.6% | +61.7% |
| 5Y | +47.7% | -22.6% | +70.3% | +57.6% |
| All | +316.8% | +135.4% | +181.5% | +158.7% |
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