+47.3%
ADP vs FTI
+771.0%
-723.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | +1.1% | -4.3% | +5.4% | +1.5% |
| 30D | +11.5% | -8.0% | +19.5% | +12.4% |
| 3M | +12.0% | -8.0% | +20.1% | +12.7% |
| 6M | +43.8% | -8.7% | +52.5% | +44.4% |
| YTD | +20.1% | +43.9% | -23.8% | +13.1% |
| 1Y | +22.3% | +49.8% | -27.5% | +14.5% |
| 3Y | +43.3% | +211.7% | -168.4% | +18.9% |
| 5Y | +47.3% | +781.6% | -734.2% | +2.2% |
| All | +47.3% | +771.0% | -723.6% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling