+49.6%
ADP vs FICO
+84.1%
-34.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.0% |
| 7D | +7.4% | -0.3% | +7.6% | +7.4% |
| 30D | +17.1% | +1.7% | +15.4% | +16.2% |
| 3M | +14.4% | -35.2% | +49.6% | +23.0% |
| 6M | +47.9% | -33.7% | +81.5% | +57.4% |
| YTD | +22.1% | -58.2% | +80.2% | +41.9% |
| 1Y | +21.8% | -56.6% | +78.3% | +40.3% |
| 3Y | +50.5% | -24.0% | +74.5% | +44.5% |
| 5Y | +49.6% | +86.1% | -36.5% | +11.5% |
| All | +49.6% | +84.1% | -34.5% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling