+14.7%
ADP vs FLR
+60.4%
-45.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.3% | -3.5% |
| 7D | -5.5% | +0.7% | -6.1% | -5.5% |
| 30D | -1.2% | -0.7% | -0.6% | -1.2% |
| 3M | +17.9% | +14.3% | +3.5% | +16.9% |
| 6M | +20.3% | +25.6% | -5.3% | +17.8% |
| YTD | +5.8% | +42.9% | -37.0% | +2.2% |
| 1Y | -7.7% | +38.7% | -46.5% | -10.9% |
| 3Y | +14.7% | +61.8% | -47.0% | +4.0% |
| All | +14.7% | +60.4% | -45.7% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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