+1,162.1%
AMAT vs FITB
+247.4%
+914.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.6% |
| 7D | -14.7% | -1.5% | -13.2% | -14.0% |
| 30D | -36.1% | +5.8% | -41.9% | -37.9% |
| 3M | -36.9% | -6.1% | -30.7% | -35.0% |
| 6M | -22.2% | +5.9% | -28.1% | -24.7% |
| YTD | +29.9% | +16.1% | +13.8% | +19.8% |
| 1Y | +43.3% | +28.8% | +14.4% | +25.6% |
| 3Y | +142.7% | +126.0% | +16.6% | +59.1% |
| 5Y | +126.2% | +45.3% | +80.9% | +79.9% |
| All | +1,162.1% | +247.4% | +914.7% | +643.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling