+6,784.1%
ABT vs FITB
+2,780.8%
+4,003.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.5% | -3.1% |
| 7D | +3.5% | -1.5% | +5.1% | +3.8% |
| 30D | +12.0% | +5.8% | +6.2% | +11.1% |
| 3M | +2.5% | -6.1% | +8.6% | +3.3% |
| 6M | +29.1% | +5.9% | +23.1% | +27.9% |
| YTD | -10.1% | +16.1% | -26.2% | -12.2% |
| 1Y | -9.8% | +28.8% | -38.7% | -13.3% |
| 3Y | +23.3% | +126.0% | -102.8% | +8.3% |
| 5Y | -2.4% | +45.3% | -47.7% | -9.7% |
| 10Y | +239.4% | +255.4% | -16.0% | +165.2% |
| All | +6,784.1% | +2,780.8% | +4,003.3% | +2,408.1% |
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 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