+20.5%
ADP vs FICO
-57.1%
+77.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.2% | +5.8% | +3.2% |
| 7D | +6.4% | +0.4% | +6.0% | +6.2% |
| 30D | +16.6% | +1.7% | +15.0% | +15.7% |
| 3M | +12.9% | -33.0% | +45.9% | +21.5% |
| 6M | +45.7% | -33.9% | +79.5% | +56.0% |
| YTD | +20.6% | -58.5% | +79.2% | +44.6% |
| 1Y | +20.5% | -56.4% | +76.8% | +43.2% |
| All | +20.5% | -57.1% | +77.6% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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