+95.3%
AAPL vs FITB
+144.0%
-48.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | +4.1% | +2.8% | +1.4% | +3.2% |
| 30D | +4.0% | +9.8% | -5.8% | +0.9% |
| 3M | +16.8% | -5.2% | +22.0% | +18.7% |
| 6M | +19.4% | +17.3% | +2.1% | +12.3% |
| YTD | +31.5% | +19.3% | +12.2% | +22.3% |
| 1Y | +31.0% | +32.7% | -1.7% | +16.9% |
| 3Y | +95.3% | +141.6% | -46.3% | +59.2% |
| All | +95.3% | +144.0% | -48.7% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling