-51.7%
FIG vs ADP
+20.3%
-72.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.5% | +2.7% | +2.0% |
| 7D | -4.7% | +6.4% | -11.0% | -11.9% |
| 30D | +0.5% | +16.6% | -16.1% | -18.0% |
| 3M | -18.4% | +12.9% | -31.3% | -30.2% |
| 6M | +10.9% | +45.7% | -34.8% | -29.0% |
| YTD | -40.8% | +20.6% | -61.4% | -57.4% |
| 1Y | -51.7% | +20.5% | -72.2% | -65.4% |
| All | -51.7% | +20.3% | -72.0% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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