+10,816.5%
ADP vs EFX
+6,408.3%
+4,408.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.4% | +4.3% | 0.0% |
| 7D | -3.4% | -8.6% | +5.2% | -0.5% |
| 30D | +2.8% | +0.1% | +2.7% | +2.6% |
| 3M | +20.9% | +3.8% | +17.1% | +19.1% |
| 6M | +29.9% | -13.5% | +43.4% | +35.5% |
| YTD | +9.6% | -17.7% | +27.3% | +15.8% |
| 1Y | -5.3% | -25.6% | +20.3% | +3.1% |
| 3Y | +16.5% | -12.1% | +28.6% | +16.4% |
| 5Y | +49.4% | -33.8% | +83.2% | +60.5% |
| 10Y | +282.2% | +45.1% | +237.0% | +208.7% |
| All | +10,816.5% | +6,408.3% | +4,408.3% | +3,460.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling