+9.4%
ADP vs FRMI
-89.6%
+99.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +26.7% | -26.0% | +1.9% |
| 7D | +2.2% | +66.2% | -64.1% | +5.0% |
| 30D | +10.6% | -17.4% | +28.0% | +10.2% |
| 3M | +12.9% | -60.5% | +73.4% | +9.4% |
| 6M | +50.6% | -56.5% | +107.1% | +47.0% |
| YTD | +23.2% | -67.4% | +90.6% | +20.6% |
| 1Y | +25.3% | -85.1% | +110.3% | +20.9% |
| All | +9.4% | -89.6% | +99.0% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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