-7.4%
ABT vs FITB
+48.6%
-56.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.9% |
| 7D | -1.3% | +2.8% | -4.0% | -1.9% |
| 30D | +6.0% | +9.8% | -3.8% | +3.8% |
| 3M | -1.9% | -5.2% | +3.3% | -0.8% |
| 6M | +31.2% | +17.3% | +13.9% | +26.3% |
| YTD | -11.2% | +19.3% | -30.5% | -15.0% |
| 1Y | -14.0% | +32.7% | -46.7% | -19.6% |
| 3Y | +20.7% | +141.6% | -120.9% | -5.0% |
| All | -7.4% | +48.6% | -56.0% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling