+2,876.4%
FITB vs ADM
+1,906.3%
+970.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | +2.8% | -0.1% | +2.9% | +2.9% |
| 30D | -4.5% | +11.0% | -15.5% | -9.3% |
| 3M | +5.7% | +6.0% | -0.4% | +2.2% |
| 6M | +17.1% | +26.9% | -9.8% | +3.2% |
| YTD | +18.3% | +50.0% | -31.7% | -3.9% |
| 1Y | +23.9% | +39.6% | -15.7% | +3.5% |
| 3Y | +131.1% | +18.5% | +112.6% | +99.6% |
| 5Y | +71.1% | +62.6% | +8.5% | +25.0% |
| 10Y | +283.9% | +162.4% | +121.5% | +128.8% |
| All | +2,876.4% | +1,906.3% | +970.2% | +847.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling