+11,131.7%
FISV vs ADP
+11,097.1%
+34.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.7% |
| 7D | -0.3% | -3.4% | +3.1% | +1.6% |
| 30D | -2.1% | +2.8% | -4.8% | -3.5% |
| 3M | -5.7% | +20.9% | -26.7% | -15.2% |
| 6M | -15.3% | +29.9% | -45.2% | -26.9% |
| YTD | -21.1% | +9.6% | -30.7% | -25.0% |
| 1Y | -61.1% | -5.3% | -55.8% | -58.8% |
| 3Y | -56.8% | +16.5% | -73.3% | -59.6% |
| 5Y | -54.2% | +49.4% | -103.6% | -63.0% |
| 10Y | +1.6% | +282.2% | -280.6% | -50.3% |
| All | +11,131.7% | +11,097.1% | +34.6% | +1,882.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling