+49.6%
ADP vs FN
+80.0%
-30.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -14.2% | +15.4% | +0.5% |
| 7D | +7.4% | -16.0% | +23.3% | +6.7% |
| 30D | +17.1% | -40.1% | +57.2% | +15.1% |
| 3M | +14.4% | -43.9% | +58.3% | +12.5% |
| 6M | +47.9% | -55.6% | +103.5% | +45.4% |
| YTD | +22.1% | -35.7% | +57.7% | +19.0% |
| 1Y | +21.8% | -39.8% | +61.6% | +18.8% |
| All | +49.6% | +80.0% | -30.4% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling