+11,912.1%
ADP vs FICO
+78,251.7%
-66,339.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.2% | +5.8% | +3.1% |
| 7D | +6.4% | +0.4% | +6.0% | +6.3% |
| 30D | +16.6% | +1.7% | +15.0% | +15.9% |
| 3M | +12.9% | -33.0% | +45.9% | +18.7% |
| 6M | +45.7% | -33.9% | +79.5% | +52.9% |
| YTD | +20.6% | -58.5% | +79.2% | +35.8% |
| 1Y | +20.5% | -56.4% | +76.8% | +34.4% |
| 3Y | +48.7% | -24.7% | +73.4% | +48.3% |
| 5Y | +50.0% | +83.1% | -33.1% | +27.6% |
| 10Y | +324.2% | +517.2% | -193.0% | +202.8% |
| All | +11,912.1% | +78,251.7% | -66,339.6% | +5,487.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling