-7.3%
ADP vs FITB
+24.1%
-31.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.4% |
| 7D | -5.5% | +2.8% | -8.3% | -5.9% |
| 30D | -1.2% | -4.5% | +3.3% | -0.5% |
| 3M | +17.9% | +5.7% | +12.2% | +16.6% |
| 6M | +20.3% | +17.1% | +3.2% | +16.3% |
| YTD | +5.8% | +18.3% | -12.5% | +2.3% |
| All | -7.3% | +24.1% | -31.4% | -13.3% |
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