-83.7%
FIG vs ADP
+1.4%
-85.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +3.4% |
| 7D | -13.1% | +3.2% | -16.4% | -16.4% |
| 30D | -13.0% | +14.9% | -27.9% | -26.4% |
| 3M | -21.5% | +11.6% | -33.1% | -30.9% |
| 6M | -2.5% | +48.5% | -50.9% | -34.6% |
| YTD | -49.7% | +20.6% | -70.2% | -63.9% |
| 1Y | -59.1% | +23.7% | -82.8% | -70.7% |
| All | -83.7% | +1.4% | -85.2% | -88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling