+279.0%
ADP vs FTI
+297.7%
-18.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -5.7% | -2.3% | -3.3% | -5.3% |
| 30D | -3.1% | +5.0% | -8.1% | -3.9% |
| 3M | +15.6% | +13.8% | +1.8% | +12.8% |
| 6M | +20.8% | +22.9% | -2.1% | +16.1% |
| YTD | +4.7% | +75.0% | -70.2% | -5.4% |
| 1Y | -8.3% | +96.9% | -105.2% | -19.0% |
| 3Y | +13.6% | +276.7% | -263.2% | -12.2% |
| 5Y | +45.0% | +1,157.0% | -1,112.0% | -13.3% |
| 10Y | +279.0% | +310.7% | -31.7% | +132.7% |
| All | +279.0% | +297.7% | -18.7% | +132.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling