+948.1%
ADP vs FLR
+534.4%
+413.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +0.9% | +6.3% | -5.4% | -0.2% |
| 30D | +11.9% | +1.8% | +10.1% | +11.2% |
| 3M | +13.7% | -4.4% | +18.1% | +14.0% |
| 6M | +46.8% | +15.9% | +30.9% | +40.6% |
| YTD | +21.8% | +27.7% | -6.0% | +13.6% |
| 1Y | +23.5% | +11.6% | +11.9% | +17.8% |
| 3Y | +44.1% | +39.9% | +4.2% | +26.8% |
| 5Y | +49.9% | +127.5% | -77.6% | +17.5% |
| 10Y | +318.8% | +11.6% | +307.2% | +224.6% |
| All | +948.1% | +534.4% | +413.7% | +418.7% |
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