+17.8%
ADP vs FN
+158.4%
-140.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.1% | -5.2% | -2.0% |
| 7D | -3.4% | -1.7% | -1.8% | -3.5% |
| 30D | +2.8% | -22.0% | +24.8% | +2.2% |
| 3M | +20.9% | -43.0% | +63.9% | +20.4% |
| 6M | +29.9% | -27.7% | +57.6% | +28.8% |
| YTD | +9.6% | -10.5% | +20.2% | +7.8% |
| 1Y | -5.3% | +12.5% | -17.8% | -8.0% |
| All | +17.8% | +158.4% | -140.6% | +0.8% |
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