+2.0%
FISV vs ADP
+286.3%
-284.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.4% | +4.7% |
| 7D | -2.7% | -2.8% | +0.1% | -0.6% |
| 30D | 0.0% | +0.2% | -0.2% | 0.0% |
| 3M | -2.8% | +20.5% | -23.3% | -14.8% |
| 6M | -11.8% | +28.8% | -40.6% | -26.5% |
| YTD | -23.2% | +6.6% | -29.8% | -26.7% |
| 1Y | -62.0% | -6.9% | -55.1% | -58.9% |
| 3Y | -57.6% | +16.1% | -73.7% | -60.9% |
| 5Y | -53.4% | +49.3% | -102.7% | -64.7% |
| All | +2.0% | +286.3% | -284.3% | -54.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling