-58.2%
FISV vs ADP
+13.9%
-72.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.5% | -0.6% | -1.1% |
| 7D | -1.6% | -5.5% | +3.9% | +3.2% |
| 30D | -3.0% | -1.2% | -1.7% | -1.9% |
| 3M | -3.5% | +17.9% | -21.4% | -16.1% |
| 6M | -19.4% | +20.3% | -39.7% | -31.0% |
| YTD | -24.3% | +5.8% | -30.1% | -27.2% |
| 1Y | -62.4% | -7.7% | -54.7% | -58.5% |
| 3Y | -58.2% | +14.7% | -72.9% | -56.5% |
| All | -58.2% | +13.9% | -72.0% | -56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling