+1,254.4%
AAPL vs FITB
+288.7%
+965.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.1% | +3.4% |
| 7D | -0.5% | -1.0% | +0.5% | -0.2% |
| 30D | +7.1% | -5.5% | +12.6% | +8.8% |
| 3M | +12.1% | +4.1% | +8.0% | +10.5% |
| 6M | +25.4% | +18.7% | +6.7% | +18.8% |
| YTD | +20.5% | +18.2% | +2.3% | +13.9% |
| 1Y | +44.5% | +23.7% | +20.9% | +34.6% |
| 3Y | +85.8% | +130.8% | -45.0% | +43.0% |
| 5Y | +124.8% | +69.8% | +55.0% | +85.4% |
| All | +1,254.4% | +288.7% | +965.6% | +801.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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