+1,144.0%
ADP vs FN
+3,020.0%
-1,876.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -6.0% | +8.5% | +3.1% |
| 7D | +6.4% | -7.0% | +13.4% | +6.9% |
| 30D | +16.6% | -24.7% | +41.4% | +19.3% |
| 3M | +12.9% | -35.7% | +48.5% | +16.6% |
| 6M | +45.7% | -52.4% | +98.1% | +53.5% |
| YTD | +20.6% | -25.0% | +45.6% | +18.2% |
| 1Y | +20.5% | -25.7% | +46.2% | +17.6% |
| 3Y | +48.7% | +110.2% | -61.5% | +19.0% |
| 5Y | +50.0% | +192.3% | -142.3% | +11.4% |
| 10Y | +324.2% | +812.3% | -488.0% | +161.8% |
| All | +1,144.0% | +3,020.0% | -1,876.0% | +577.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling