+27.4%
FISV vs ADP
+322.2%
-294.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.1% | +3.2% |
| 7D | +1.4% | +2.2% | -0.7% | -0.1% |
| 30D | +38.4% | +10.6% | +27.9% | +28.8% |
| 3M | +14.9% | +12.9% | +2.0% | +5.2% |
| 6M | +21.8% | +50.6% | -28.9% | -9.1% |
| YTD | -5.0% | +23.2% | -28.2% | -18.4% |
| 1Y | -1.2% | +25.3% | -26.4% | -16.1% |
| 3Y | -47.5% | +47.1% | -94.7% | -58.8% |
| 5Y | -36.7% | +50.1% | -86.8% | -52.3% |
| All | +27.4% | +322.2% | -294.8% | -49.2% |
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