+48.7%
ADP vs FDS
-23.2%
+71.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.5% |
| 7D | +2.2% | +1.5% | +0.7% | +1.5% |
| 30D | +10.6% | +14.8% | -4.3% | +4.1% |
| 3M | +12.9% | +16.3% | -3.4% | +5.2% |
| 6M | +50.6% | +66.2% | -15.6% | +19.4% |
| YTD | +23.2% | +16.2% | +7.0% | +13.0% |
| 1Y | +25.3% | +21.8% | +3.4% | +12.1% |
| 3Y | +47.1% | -23.9% | +71.0% | +61.4% |
| All | +48.7% | -23.2% | +71.9% | +59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling