+45.8%
ADP vs FTI
+1,110.9%
-1,065.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -3.2% |
| 7D | -5.5% | -0.2% | -5.3% | -5.5% |
| 30D | -1.2% | +12.3% | -13.6% | -2.6% |
| 3M | +17.9% | +13.8% | +4.1% | +15.9% |
| 6M | +20.3% | +24.3% | -4.0% | +16.7% |
| YTD | +5.8% | +75.8% | -69.9% | -2.0% |
| 1Y | -7.7% | +99.6% | -107.3% | -16.1% |
| 3Y | +14.7% | +278.4% | -263.7% | -5.6% |
| 5Y | +45.8% | +1,168.7% | -1,122.9% | -0.3% |
| All | +45.8% | +1,110.9% | -1,065.2% | -0.3% |
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