+11,987.3%
ADP vs EFX
+6,819.2%
+5,168.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +3.2% | +0.3% | +2.9% | +3.1% |
| 30D | +12.8% | +29.1% | -16.4% | +3.3% |
| 3M | +12.3% | +4.3% | +8.0% | +10.3% |
| 6M | +45.4% | +7.7% | +37.7% | +40.9% |
| YTD | +21.4% | -12.5% | +33.9% | +25.2% |
| 1Y | +23.7% | -8.8% | +32.5% | +25.8% |
| 3Y | +43.6% | +4.3% | +39.3% | +35.3% |
| 5Y | +48.7% | -29.4% | +78.1% | +56.1% |
| 10Y | +316.1% | +78.1% | +238.0% | +214.5% |
| All | +11,987.3% | +6,819.2% | +5,168.1% | +3,750.4% |
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