+47.3%
ADP vs FLR
+116.5%
-69.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.3% | -8.7% | -1.1% |
| 7D | +1.1% | +8.5% | -7.4% | +0.4% |
| 30D | +11.5% | -0.7% | +12.2% | +11.5% |
| 3M | +12.0% | -11.7% | +23.7% | +13.0% |
| 6M | +43.8% | +16.2% | +27.6% | +39.9% |
| YTD | +20.1% | +27.0% | -6.9% | +14.5% |
| 1Y | +22.3% | +10.1% | +12.2% | +18.8% |
| 3Y | +43.3% | +46.2% | -2.9% | +27.1% |
| 5Y | +47.3% | +121.4% | -74.1% | +17.6% |
| All | +47.3% | +116.5% | -69.1% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling