+6,642.4%
ABT vs FITB
+2,855.6%
+3,786.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -3.7% | +0.6% | -4.3% | -3.8% |
| 30D | +2.5% | -4.7% | +7.2% | +3.2% |
| 3M | +20.2% | +6.7% | +13.5% | +19.0% |
| 6M | -2.9% | +12.6% | -15.5% | -4.7% |
| YTD | -11.9% | +19.1% | -31.0% | -14.3% |
| 1Y | -16.5% | +22.6% | -39.2% | -19.2% |
| 3Y | +12.1% | +127.1% | -115.0% | -1.7% |
| 5Y | -7.4% | +71.8% | -79.2% | -16.4% |
| 10Y | +210.7% | +287.2% | -76.5% | +140.0% |
| All | +6,642.4% | +2,855.6% | +3,786.8% | +2,348.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling