-83.2%
FIG vs ADP
+3.6%
-86.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.1% |
| 7D | +3.4% | +2.2% | +1.2% | +0.9% |
| 30D | -9.5% | +10.6% | -20.0% | -19.7% |
| 3M | -26.2% | +12.9% | -39.1% | -36.0% |
| 6M | +2.7% | +50.6% | -47.9% | -32.5% |
| YTD | -48.0% | +23.2% | -71.1% | -63.6% |
| 1Y | -52.0% | +25.3% | -77.3% | -66.5% |
| All | -83.2% | +3.6% | -86.8% | -88.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling