+47.1%
ADP vs FITB
+144.0%
-96.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.4% |
| 7D | +2.2% | +2.8% | -0.6% | +1.5% |
| 30D | +10.6% | +9.8% | +0.8% | +8.3% |
| 3M | +12.9% | -5.2% | +18.1% | +14.1% |
| 6M | +50.6% | +17.3% | +33.3% | +44.7% |
| YTD | +23.2% | +19.3% | +3.9% | +17.5% |
| 1Y | +25.3% | +32.7% | -7.4% | +16.2% |
| 3Y | +47.1% | +141.6% | -94.5% | +25.9% |
| All | +47.1% | +144.0% | -96.9% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling