+497.0%
ABBV vs FITB
+282.4%
+214.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.0% |
| 7D | -4.1% | -0.4% | -3.7% | -4.1% |
| 30D | +1.2% | -5.1% | +6.3% | +2.2% |
| 3M | +12.1% | +3.5% | +8.6% | +11.2% |
| 6M | +12.0% | +17.2% | -5.2% | +8.2% |
| YTD | +12.4% | +17.6% | -5.2% | +8.0% |
| 1Y | +22.9% | +23.4% | -0.4% | +16.8% |
| 3Y | +86.8% | +129.7% | -43.0% | +53.0% |
| 5Y | +181.0% | +68.4% | +112.6% | +140.1% |
| 10Y | +497.0% | +285.6% | +211.3% | +254.1% |
| All | +497.0% | +282.4% | +214.6% | +254.1% |
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