+24.5%
ADP vs FN
-21.9%
+46.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | 0.0% |
| 7D | +0.3% | +20.8% | -20.5% | +2.9% |
| 30D | +11.6% | -17.3% | +28.9% | +10.1% |
| 3M | +15.1% | -38.1% | +53.2% | +10.5% |
| 6M | +46.0% | -44.2% | +90.3% | +41.0% |
| YTD | +22.4% | -22.3% | +44.7% | +20.4% |
| 1Y | +24.5% | -20.9% | +45.4% | +22.2% |
| All | +24.5% | -21.9% | +46.4% | +22.2% |
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