-79.1%
FIG vs ADP
-7.8%
-71.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.3% | -1.9% |
| 7D | -16.3% | -3.4% | -12.9% | -12.8% |
| 30D | -14.3% | +2.8% | -17.1% | -16.7% |
| 3M | +7.2% | +20.9% | -13.8% | -12.0% |
| 6M | -18.6% | +29.9% | -48.5% | -37.3% |
| YTD | -35.5% | +9.6% | -45.1% | -48.1% |
| 1Y | -55.8% | -5.3% | -50.5% | -65.9% |
| All | -79.1% | -7.8% | -71.4% | -84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling