+203.1%
FITB vs ADM
+127.5%
+75.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +0.8% | +0.7% | +0.1% | +0.4% |
| 30D | +7.3% | -14.7% | +22.0% | +17.4% |
| 3M | -6.3% | -10.4% | +4.1% | -1.0% |
| 6M | +12.6% | -10.9% | +23.5% | +18.2% |
| YTD | +18.0% | +26.0% | -8.0% | -1.7% |
| 1Y | +28.9% | +26.5% | +2.4% | +6.8% |
| 3Y | +139.4% | +8.2% | +131.2% | +105.4% |
| 5Y | +47.2% | +24.0% | +23.2% | +3.7% |
| All | +203.1% | +127.5% | +75.6% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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