+49.8%
ADP vs FRSH
-72.6%
+122.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -5.7% | -11.2% | +5.4% | -4.1% |
| 30D | -1.4% | -0.8% | -0.6% | -1.3% |
| 3M | +16.6% | +26.4% | -9.9% | +12.8% |
| 6M | +24.9% | +48.4% | -23.4% | +18.3% |
| YTD | +5.6% | -3.1% | +8.7% | +4.7% |
| 1Y | -6.0% | -8.7% | +2.7% | -6.3% |
| 3Y | +14.5% | -45.8% | +60.3% | +18.3% |
| All | +49.8% | -72.6% | +122.3% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling