+49.1%
ADP vs FIS
-71.2%
+120.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.6% |
| 7D | +3.2% | -25.5% | +28.7% | +10.4% |
| 30D | +14.9% | -15.1% | +30.0% | +18.0% |
| 3M | +11.6% | -32.1% | +43.7% | +22.6% |
| 6M | +48.5% | -36.1% | +84.5% | +65.5% |
| YTD | +20.6% | -55.4% | +76.0% | +47.7% |
| 1Y | +23.7% | -53.9% | +77.6% | +50.2% |
| 3Y | +47.8% | -39.8% | +87.5% | +67.3% |
| All | +49.1% | -71.2% | +120.3% | +98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling