+270.5%
ADP vs FITB
+285.0%
-14.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.3% |
| 7D | -5.5% | +2.8% | -8.3% | -6.3% |
| 30D | -1.2% | -4.5% | +3.3% | +0.1% |
| 3M | +17.9% | +5.7% | +12.2% | +15.5% |
| 6M | +20.3% | +17.1% | +3.2% | +13.6% |
| YTD | +5.8% | +18.3% | -12.5% | -0.7% |
| 1Y | -7.7% | +23.9% | -31.6% | -15.0% |
| 3Y | +14.7% | +131.1% | -116.4% | -16.4% |
| 5Y | +45.8% | +71.1% | -25.3% | +13.9% |
| 10Y | +270.5% | +283.9% | -13.4% | +103.1% |
| All | +270.5% | +285.0% | -14.5% | +103.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling