-5.3%
ADP vs FICO
-39.1%
+33.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -16.7% | +14.6% | +1.8% |
| 7D | -3.4% | -19.2% | +15.8% | +1.2% |
| 30D | +2.8% | -14.6% | +17.4% | +6.1% |
| 3M | +20.9% | -20.1% | +41.0% | +26.3% |
| 6M | +29.9% | -36.3% | +66.2% | +40.1% |
| YTD | +9.6% | -44.9% | +54.5% | +19.3% |
| 1Y | -5.3% | -38.6% | +33.4% | +3.3% |
| All | -5.3% | -39.1% | +33.8% | +3.3% |
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