-8.3%
ADP vs EFX
-32.8%
+24.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.0% | -0.1% |
| 7D | -5.7% | -9.4% | +3.7% | -1.6% |
| 30D | -3.1% | -6.9% | +3.8% | -0.2% |
| 3M | +15.6% | +0.1% | +15.5% | +15.0% |
| 6M | +20.8% | -17.3% | +38.1% | +28.3% |
| YTD | +4.7% | -21.8% | +26.6% | +13.2% |
| 1Y | -8.3% | -32.5% | +24.2% | +2.0% |
| All | -8.3% | -32.8% | +24.5% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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