+48.7%
ADP vs FITB
+48.6%
+0.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.4% |
| 7D | +2.2% | +2.8% | -0.6% | +1.4% |
| 30D | +10.6% | +9.8% | +0.8% | +7.8% |
| 3M | +12.9% | -5.2% | +18.1% | +14.3% |
| 6M | +50.6% | +17.3% | +33.3% | +43.7% |
| YTD | +23.2% | +19.3% | +3.9% | +16.5% |
| 1Y | +25.3% | +32.7% | -7.4% | +14.8% |
| 3Y | +47.1% | +141.6% | -94.5% | +11.5% |
| All | +48.7% | +48.6% | +0.1% | +26.2% |
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