+71.1%
FITB vs ADM
+64.4%
+6.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | +2.8% | -0.1% | +2.9% | +2.8% |
| 30D | -4.5% | +11.0% | -15.5% | -7.8% |
| 3M | +5.7% | +6.0% | -0.4% | +3.4% |
| 6M | +17.1% | +26.9% | -9.8% | +7.1% |
| YTD | +18.3% | +50.0% | -31.7% | +1.7% |
| 1Y | +23.9% | +39.6% | -15.7% | +8.8% |
| 3Y | +131.1% | +18.5% | +112.6% | +115.0% |
| 5Y | +71.1% | +62.6% | +8.5% | +19.2% |
| All | +71.1% | +64.4% | +6.6% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling