+249.6%
ALAB vs FITB
+69.4%
+180.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.5% | +11.2% | +12.5% |
| 7D | -5.6% | -1.1% | -4.5% | -4.9% |
| 30D | -36.6% | +7.3% | -44.0% | -38.5% |
| 3M | -35.1% | -4.0% | -31.1% | -33.8% |
| 6M | +8.5% | +11.9% | -3.4% | +2.1% |
| YTD | +30.4% | +19.0% | +11.4% | +17.5% |
| 1Y | +31.0% | +31.0% | 0.0% | +12.1% |
| All | +249.6% | +69.4% | +180.2% | +200.3% |
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