+843.8%
ADP vs FLR
+603.8%
+240.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.7% |
| 7D | -3.4% | +5.4% | -8.9% | -4.3% |
| 30D | +2.8% | +11.4% | -8.6% | +0.5% |
| 3M | +20.9% | +11.4% | +9.5% | +17.4% |
| 6M | +29.9% | +16.6% | +13.2% | +24.0% |
| YTD | +9.6% | +41.7% | -32.1% | +0.9% |
| 1Y | -5.3% | +35.4% | -40.7% | -12.5% |
| 3Y | +16.5% | +57.3% | -40.8% | +0.7% |
| 5Y | +49.4% | +241.0% | -191.6% | +8.8% |
| 10Y | +282.2% | +16.6% | +265.5% | +195.1% |
| All | +843.8% | +603.8% | +240.0% | +361.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling