+247.2%
AMAT vs FITB
+71.5%
+175.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | -1.5% | +0.6% | -2.1% | -1.8% |
| 30D | -14.8% | -4.7% | -10.1% | -12.7% |
| 3M | -9.3% | +6.7% | -15.9% | -12.4% |
| 6M | +27.4% | +12.6% | +14.8% | +19.7% |
| YTD | +77.6% | +19.1% | +58.5% | +61.3% |
| 1Y | +188.9% | +22.6% | +166.3% | +157.6% |
| 3Y | +202.3% | +127.1% | +75.2% | +93.3% |
| All | +247.2% | +71.5% | +175.7% | +170.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling