+17.8%
ADP vs FDS
-27.9%
+45.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -0.7% |
| 7D | -3.4% | -1.9% | -1.5% | -2.7% |
| 30D | +2.8% | +9.0% | -6.2% | -0.7% |
| 3M | +20.9% | +18.9% | +2.1% | +12.6% |
| 6M | +29.9% | +35.1% | -5.3% | +14.9% |
| YTD | +9.6% | +5.5% | +4.1% | +5.4% |
| 1Y | -5.3% | -16.8% | +11.5% | -1.0% |
| All | +17.8% | -27.9% | +45.7% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling