Fama-French Factor Returns

5-Factors and momentum

average return on the two conservative investment portfolios minus the average return on the two aggressive investment portfolios

average return on the two value portfolios minus the average return on the two growth portfolios

value-weight return of all CRSP firms incorporated and listed in the US minus the one-month Treasury bill rate

average return on the two robust operating profitability portfolios minus the average return on the two weak operating profitability portfolios

average return on the nine small stock portfolios minus the average return on the nine big stock portfolios

average return on the two high prior return portfolios minus the average return on the two low prior return portfolios