-83.2%
FIG vs ADP
+1.0%
-84.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.6% | +3.6% |
| 7D | -12.6% | +1.1% | -13.7% | -13.9% |
| 30D | -13.8% | +11.5% | -25.3% | -24.5% |
| 3M | -16.7% | +12.0% | -28.7% | -27.0% |
| 6M | -6.1% | +43.8% | -49.9% | -35.5% |
| YTD | -48.1% | +20.1% | -68.1% | -62.6% |
| 1Y | -56.2% | +22.3% | -78.5% | -68.5% |
| All | -83.2% | +1.0% | -84.2% | -88.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling