+12,054.6%
ADP vs FICO
+78,963.7%
-66,909.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.4% |
| 3M | +14.4% | -35.2% | +49.6% | +21.0% |
| 6M | +47.9% | -33.7% | +81.5% | +55.2% |
| YTD | +22.1% | -58.2% | +80.2% | +37.3% |
| 1Y | +21.8% | -56.6% | +78.3% | +36.0% |
| 3Y | +50.5% | -24.0% | +74.5% | +49.9% |
| 5Y | +49.6% | +86.1% | -36.5% | +26.9% |
| 10Y | +329.3% | +522.8% | -193.5% | +205.9% |
| All | +12,054.6% | +78,963.7% | -66,909.1% | +5,545.0% |
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