+400.4%
ALAB vs FITB
+69.6%
+330.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.2% | +9.9% | +9.8% |
| 7D | +7.2% | +0.6% | +6.6% | +6.9% |
| 30D | -2.5% | -4.7% | +2.2% | -0.3% |
| 3M | -13.3% | +6.7% | -20.0% | -16.5% |
| 6M | +172.8% | +12.6% | +160.3% | +154.5% |
| YTD | +86.6% | +19.1% | +67.5% | +68.0% |
| 1Y | +65.2% | +22.6% | +42.5% | +46.4% |
| All | +400.4% | +69.6% | +330.8% | +329.5% |
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