+50.3%
ADP vs FRSH
-72.5%
+122.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | -3.4% | -6.6% | +3.2% | -2.4% |
| 30D | -0.4% | +2.1% | -2.5% | -0.7% |
| 3M | +19.7% | +29.0% | -9.2% | +15.5% |
| 6M | +27.9% | +48.6% | -20.7% | +21.1% |
| YTD | +5.9% | -2.9% | +8.9% | +5.0% |
| 1Y | -7.5% | -7.9% | +0.4% | -7.9% |
| 3Y | +15.4% | -46.5% | +61.9% | +19.4% |
| All | +50.3% | -72.5% | +122.8% | +51.8% |
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