+12,023.7%
ADP vs EFX
+6,825.8%
+5,197.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.9% | -2.0% | +2.9% | +1.6% |
| 30D | +11.9% | +27.9% | -16.0% | +2.8% |
| 3M | +13.7% | +3.8% | +9.9% | +11.9% |
| 6M | +46.8% | +13.0% | +33.8% | +40.1% |
| YTD | +21.8% | -12.4% | +34.1% | +25.5% |
| 1Y | +23.5% | -10.4% | +33.9% | +26.4% |
| 3Y | +44.1% | +4.4% | +39.6% | +35.7% |
| 5Y | +49.9% | -28.9% | +78.8% | +57.0% |
| 10Y | +318.8% | +81.7% | +237.0% | +214.6% |
| All | +12,023.7% | +6,825.8% | +5,197.9% | +3,760.7% |
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