-57.4%
FIG vs ADP
+23.8%
-81.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.4% |
| 7D | -14.3% | +0.9% | -15.2% | -15.7% |
| 30D | -13.6% | +11.9% | -25.5% | -26.2% |
| 3M | -23.7% | +13.7% | -37.5% | -35.9% |
| 6M | -5.4% | +46.8% | -52.2% | -41.4% |
| YTD | -49.2% | +21.8% | -71.0% | -63.0% |
| 1Y | -57.4% | +23.5% | -80.9% | -69.5% |
| All | -57.4% | +23.8% | -81.2% | -69.5% |
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 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