+2,867.6%
FITB vs ADM
+1,585.0%
+1,282.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +0.8% | +0.7% | +0.1% | +0.5% |
| 30D | +7.3% | -14.7% | +22.0% | +15.2% |
| 3M | -6.3% | -10.4% | +4.1% | -2.0% |
| 6M | +12.6% | -10.9% | +23.5% | +17.2% |
| YTD | +18.0% | +26.0% | -8.0% | +3.5% |
| 1Y | +28.9% | +26.5% | +2.4% | +12.6% |
| 3Y | +139.4% | +8.2% | +131.2% | +114.1% |
| 5Y | +47.2% | +24.0% | +23.2% | +21.6% |
| 10Y | +213.0% | +128.4% | +84.7% | +99.7% |
| All | +2,867.6% | +1,585.0% | +1,282.6% | +919.8% |
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