+23.7%
ADP vs FTI
+49.9%
-26.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.2% |
| 7D | +3.2% | -3.3% | +6.5% | +2.9% |
| 30D | +12.8% | -7.2% | +20.0% | +12.1% |
| 3M | +12.3% | -12.9% | +25.2% | +11.1% |
| 6M | +45.4% | -7.9% | +53.3% | +44.6% |
| YTD | +21.4% | +45.2% | -23.8% | +19.1% |
| 1Y | +23.7% | +48.1% | -24.3% | +20.9% |
| All | +23.7% | +49.9% | -26.2% | +20.9% |
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