+24.5%
ALAB vs FITB
+36.9%
-12.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -4.8% |
| 7D | -24.9% | +2.3% | -27.2% | -25.4% |
| 30D | -38.4% | +7.7% | -46.1% | -39.7% |
| 3M | -38.3% | -4.5% | -33.8% | -37.4% |
| 6M | +10.9% | +12.5% | -1.5% | +5.8% |
| YTD | +34.2% | +19.8% | +14.4% | +21.5% |
| 1Y | +24.5% | +34.1% | -9.6% | -1.0% |
| All | +24.5% | +36.9% | -12.4% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling