-7.3%
ADP vs FTI
+98.5%
-105.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -3.6% |
| 7D | -5.5% | -0.2% | -5.3% | -5.5% |
| 30D | -1.2% | +12.3% | -13.6% | -0.5% |
| 3M | +17.9% | +13.8% | +4.1% | +18.9% |
| 6M | +20.3% | +24.3% | -4.0% | +21.7% |
| YTD | +5.8% | +75.8% | -69.9% | +6.9% |
| All | -7.3% | +98.5% | -105.8% | -6.6% |
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