+20.5%
ADP vs FITB
+36.9%
-16.4%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.1% | +2.3% |
| 7D | +6.4% | +2.3% | +4.0% | +5.9% |
| 30D | +16.6% | +7.7% | +8.9% | +15.2% |
| 3M | +12.9% | -4.5% | +17.4% | +13.5% |
| 6M | +45.7% | +12.5% | +33.2% | +42.2% |
| YTD | +20.6% | +19.8% | +0.9% | +15.9% |
| 1Y | +20.5% | +34.1% | -13.7% | +10.5% |
| All | +20.5% | +36.9% | -16.4% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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