-61.1%
FISV vs ADP
-4.5%
-56.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +3.0% |
| 7D | -0.3% | -3.4% | +3.1% | +3.8% |
| 30D | -2.1% | +2.8% | -4.8% | -5.2% |
| 3M | -5.7% | +20.9% | -26.7% | -25.5% |
| 6M | -15.3% | +29.9% | -45.2% | -38.3% |
| YTD | -21.1% | +9.6% | -30.7% | -13.5% |
| 1Y | -61.1% | -5.3% | -55.8% | -28.5% |
| All | -61.1% | -4.5% | -56.5% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 1y: compounded portfolio wealth divided by compounded ADP 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…
1y analysis · Full analysis span regression · 6 months rolling