+3,549.3%
ADP vs FDS
+10,549.7%
-7,000.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -0.5% |
| 7D | +0.9% | -2.1% | +3.1% | +1.5% |
| 30D | +11.9% | +16.0% | -4.1% | +7.1% |
| 3M | +13.7% | +18.8% | -5.1% | +7.9% |
| 6M | +46.8% | +54.1% | -7.3% | +28.7% |
| YTD | +21.8% | +17.0% | +4.8% | +14.6% |
| 1Y | +23.5% | +25.5% | -2.0% | +13.7% |
| 3Y | +44.1% | -23.3% | +67.4% | +50.9% |
| 5Y | +49.9% | -22.6% | +72.5% | +56.1% |
| 10Y | +318.8% | +130.2% | +188.5% | +229.7% |
| All | +3,549.3% | +10,549.7% | -7,000.4% | +1,361.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling