+1,068.3%
ADP vs FIS
+374.5%
+693.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.7% |
| 7D | -3.4% | +1.1% | -4.5% | -3.9% |
| 30D | +2.8% | -2.2% | +5.0% | +3.6% |
| 3M | +20.9% | +2.1% | +18.8% | +19.8% |
| 6M | +29.9% | -14.7% | +44.5% | +37.4% |
| YTD | +9.6% | -35.7% | +45.3% | +29.0% |
| 1Y | -5.3% | -37.1% | +31.8% | +12.3% |
| 3Y | +16.5% | -20.0% | +36.5% | +23.4% |
| 5Y | +49.4% | -62.1% | +111.5% | +100.0% |
| 10Y | +282.2% | -37.4% | +319.6% | +324.7% |
| All | +1,068.3% | +374.5% | +693.8% | +574.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling