+279.0%
ADP vs FIS
-41.9%
+320.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | +0.5% |
| 7D | -5.7% | -9.1% | +3.4% | -1.7% |
| 30D | -3.1% | -10.4% | +7.4% | +1.5% |
| 3M | +15.6% | -3.7% | +19.3% | +17.3% |
| 6M | +20.8% | -24.8% | +45.6% | +35.7% |
| YTD | +4.7% | -41.6% | +46.3% | +30.8% |
| 1Y | -8.3% | -42.7% | +34.4% | +15.4% |
| 3Y | +13.6% | -26.2% | +39.8% | +24.5% |
| 5Y | +45.0% | -66.1% | +111.2% | +121.7% |
| 10Y | +279.0% | -40.9% | +319.9% | +330.3% |
| All | +279.0% | -41.9% | +320.9% | +330.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling