+74.7%
ADP vs FRSH
-70.7%
+145.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.2% | +4.6% | -2.5% | +1.5% |
| 30D | +10.6% | -7.5% | +18.0% | +11.6% |
| 3M | +12.9% | -0.1% | +13.0% | +12.6% |
| 6M | +50.6% | +54.5% | -3.9% | +41.4% |
| YTD | +23.2% | +3.4% | +19.8% | +20.7% |
| 1Y | +25.3% | +6.4% | +18.9% | +22.3% |
| 3Y | +47.1% | -26.3% | +73.4% | +46.3% |
| 5Y | +50.1% | -66.4% | +116.5% | +48.4% |
| All | +74.7% | -70.7% | +145.4% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 10y: compounded portfolio wealth divided by compounded FRSH 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…
10y analysis · Full analysis span regression · 6 months rolling