-5.3%
ADP vs FN
+17.1%
-22.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.2% | -1.7% |
| 7D | -3.4% | -1.7% | -1.8% | -3.6% |
| 30D | +2.8% | -22.0% | +24.8% | +0.5% |
| 3M | +20.9% | -43.0% | +63.9% | +16.3% |
| 6M | +29.9% | -27.7% | +57.6% | +27.2% |
| YTD | +9.6% | -10.5% | +20.2% | +8.3% |
| 1Y | -5.3% | +12.5% | -17.8% | -5.0% |
| All | -5.3% | +17.1% | -22.3% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling