+23.7%
ADP vs FDS
+29.3%
-5.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | +0.2% |
| 7D | +3.2% | -0.5% | +3.7% | +3.4% |
| 30D | +14.9% | +20.2% | -5.3% | +7.1% |
| 3M | +11.6% | +19.9% | -8.2% | +3.7% |
| 6M | +48.5% | +56.2% | -7.7% | +24.8% |
| YTD | +20.6% | +14.6% | +6.0% | +10.4% |
| 1Y | +23.7% | +31.6% | -7.9% | +9.0% |
| All | +23.7% | +29.3% | -5.6% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling