+11.5%
ABT vs FITB
+133.7%
-122.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.5% |
| 7D | -3.1% | +2.8% | -6.0% | -3.6% |
| 30D | -2.1% | -4.5% | +2.4% | -1.4% |
| 3M | +17.4% | +5.7% | +11.8% | +16.3% |
| 6M | -2.4% | +17.1% | -19.5% | -4.9% |
| YTD | -14.2% | +18.3% | -32.5% | -16.5% |
| 1Y | -18.3% | +23.9% | -42.2% | -21.2% |
| 3Y | +11.5% | +131.1% | -119.6% | -1.2% |
| All | +11.5% | +133.7% | -122.2% | -1.2% |
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