+46.0%
ADP vs FPS
-48.3%
+94.3%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.8% | +10.4% | -1.0% |
| 7D | +0.3% | +21.6% | -21.4% | +3.9% |
| 30D | +11.6% | -38.8% | +50.4% | +4.9% |
| 3M | +15.1% | -42.1% | +57.2% | +7.7% |
| 6M | +46.0% | -48.5% | +94.5% | +33.6% |
| All | +46.0% | -48.3% | +94.3% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 6mo: compounded portfolio wealth divided by compounded FPS 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…
6mo analysis · Full analysis span regression · 6 months rolling