-57.0%
FIG vs ADP
+24.2%
-81.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.9% |
| 7D | +2.6% | +0.3% | +2.3% | +2.1% |
| 30D | -13.1% | +11.6% | -24.7% | -25.4% |
| 3M | -20.3% | +15.1% | -35.4% | -34.1% |
| 6M | -2.1% | +46.0% | -48.2% | -39.2% |
| YTD | -49.4% | +22.4% | -71.8% | -63.3% |
| 1Y | -57.0% | +24.5% | -81.5% | -69.4% |
| All | -57.0% | +24.2% | -81.2% | -69.4% |
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