+6,817.3%
ABT vs FITB
+2,843.2%
+3,974.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +1.0% | +0.5% | +0.5% | +0.9% |
| 30D | +11.6% | +7.0% | +4.6% | +10.5% |
| 3M | +2.3% | -4.4% | +6.7% | +2.9% |
| 6M | +32.7% | +11.6% | +21.2% | +30.5% |
| YTD | -9.6% | +18.6% | -28.3% | -12.1% |
| 1Y | -10.1% | +29.8% | -39.9% | -13.6% |
| 3Y | +25.2% | +140.7% | -115.5% | +9.0% |
| 5Y | -4.5% | +48.6% | -53.2% | -12.0% |
| 10Y | +228.3% | +224.4% | +3.9% | +159.6% |
| All | +6,817.3% | +2,843.2% | +3,974.1% | +2,412.3% |
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