+132.8%
AMAT vs FITB
+124.9%
+7.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.3% | -11.3% | -12.5% |
| 7D | -24.3% | -1.8% | -22.5% | -23.6% |
| 30D | -39.8% | +4.8% | -44.6% | -41.1% |
| 3M | -40.2% | -6.4% | -33.7% | -38.3% |
| 6M | -22.1% | +7.9% | -30.0% | -25.2% |
| YTD | +24.7% | +17.0% | +7.7% | +14.3% |
| 1Y | +33.3% | +29.9% | +3.3% | +16.0% |
| All | +132.8% | +124.9% | +7.9% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling