+1,184.7%
ADP vs FIS
+229.2%
+955.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.4% |
| 7D | +3.2% | -25.5% | +28.7% | +13.1% |
| 30D | +14.9% | -15.1% | +30.0% | +19.7% |
| 3M | +11.6% | -32.1% | +43.7% | +26.5% |
| 6M | +48.5% | -36.1% | +84.5% | +71.8% |
| YTD | +20.6% | -55.4% | +76.0% | +59.6% |
| 1Y | +23.7% | -53.9% | +77.6% | +61.6% |
| 3Y | +47.8% | -39.8% | +87.5% | +70.8% |
| 5Y | +47.7% | -71.1% | +118.8% | +114.8% |
| 10Y | +324.0% | -53.8% | +377.8% | +419.0% |
| All | +1,184.7% | +229.2% | +955.5% | +734.2% |
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