-5.3%
ADP vs FTI
+108.8%
-114.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -3.4% | +5.3% | -8.7% | -3.1% |
| 30D | +2.8% | +15.3% | -12.5% | +3.7% |
| 3M | +20.9% | +15.8% | +5.2% | +22.0% |
| 6M | +29.9% | +22.6% | +7.3% | +31.2% |
| YTD | +9.6% | +79.5% | -69.9% | +10.3% |
| 1Y | -5.3% | +102.0% | -107.3% | -4.9% |
| All | -5.3% | +108.8% | -114.0% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling