+45.8%
ADP vs EFX
-35.1%
+80.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.1% | -0.4% | -2.4% |
| 7D | -5.5% | -7.8% | +2.4% | -2.8% |
| 30D | -1.2% | -5.7% | +4.5% | +0.7% |
| 3M | +17.9% | +2.5% | +15.3% | +16.5% |
| 6M | +20.3% | -16.7% | +37.0% | +27.1% |
| YTD | +5.8% | -20.2% | +26.0% | +12.9% |
| 1Y | -7.7% | -31.4% | +23.7% | +3.1% |
| 3Y | +14.7% | -10.5% | +25.2% | +11.4% |
| 5Y | +45.8% | -35.2% | +81.0% | +55.6% |
| All | +45.8% | -35.1% | +80.9% | +55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling