+1,182.0%
ADP vs FTI
+1,715.2%
-533.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +1.1% | -4.3% | +5.4% | +1.9% |
| 30D | +11.5% | -8.0% | +19.5% | +13.0% |
| 3M | +12.0% | -8.0% | +20.1% | +13.3% |
| 6M | +43.8% | -8.7% | +52.5% | +45.0% |
| YTD | +20.1% | +43.9% | -23.8% | +10.3% |
| 1Y | +22.3% | +49.8% | -27.5% | +11.4% |
| 3Y | +43.3% | +211.7% | -168.4% | +10.1% |
| 5Y | +47.3% | +781.6% | -734.2% | -12.0% |
| 10Y | +313.7% | +180.2% | +133.5% | +174.4% |
| All | +1,182.0% | +1,715.2% | -533.2% | +344.5% |
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