+1,362.0%
AMAT vs FITB
+208.7%
+1,153.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.7% | -3.1% |
| 7D | +19.3% | +0.8% | +18.5% | +19.0% |
| 30D | -17.9% | +7.3% | -25.3% | -20.7% |
| 3M | -30.4% | -6.3% | -24.1% | -28.2% |
| 6M | -11.4% | +12.6% | -24.0% | -16.7% |
| YTD | +48.8% | +18.0% | +30.8% | +36.2% |
| 1Y | +66.0% | +28.9% | +37.1% | +45.5% |
| 3Y | +158.8% | +139.4% | +19.4% | +64.7% |
| 5Y | +153.2% | +47.2% | +106.0% | +99.9% |
| All | +1,362.0% | +208.7% | +1,153.3% | +707.0% |
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 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