+222.9%
ADP vs FND
+66.0%
+156.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.4% |
| 7D | -3.4% | -5.2% | +1.8% | -2.6% |
| 30D | +2.8% | -19.9% | +22.7% | +6.7% |
| 3M | +20.9% | +2.7% | +18.2% | +19.4% |
| 6M | +29.9% | -21.7% | +51.6% | +34.0% |
| YTD | +9.6% | -17.5% | +27.2% | +11.5% |
| 1Y | -5.3% | -39.3% | +34.0% | +1.8% |
| 3Y | +16.5% | -49.8% | +66.2% | +25.0% |
| 5Y | +49.4% | -60.1% | +109.5% | +60.8% |
| All | +222.9% | +66.0% | +156.8% | +174.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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