+49.1%
ADP vs FITB
+44.6%
+4.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.5% | -1.0% |
| 7D | +3.2% | -1.5% | +4.8% | +3.7% |
| 30D | +14.9% | +5.8% | +9.1% | +13.1% |
| 3M | +11.6% | -6.1% | +17.7% | +13.3% |
| 6M | +48.5% | +5.9% | +42.5% | +45.6% |
| YTD | +20.6% | +16.1% | +4.5% | +14.8% |
| 1Y | +23.7% | +28.8% | -5.1% | +14.3% |
| 3Y | +47.8% | +126.0% | -78.2% | +14.1% |
| All | +49.1% | +44.6% | +4.5% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling