+1,196.3%
ADP vs FTI
+1,731.3%
-535.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.0% |
| 7D | +3.2% | -3.3% | +6.5% | +3.8% |
| 30D | +12.8% | -7.2% | +20.0% | +14.1% |
| 3M | +12.3% | -12.9% | +25.2% | +14.8% |
| 6M | +45.4% | -7.9% | +53.3% | +46.4% |
| YTD | +21.4% | +45.2% | -23.8% | +11.4% |
| 1Y | +23.7% | +48.1% | -24.3% | +13.0% |
| 3Y | +43.6% | +205.0% | -161.4% | +10.9% |
| 5Y | +48.7% | +838.8% | -790.1% | -12.3% |
| 10Y | +316.1% | +174.8% | +141.3% | +177.2% |
| All | +1,196.3% | +1,731.3% | -535.0% | +348.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling