+147.1%
AMAT vs FITB
+49.1%
+98.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +2.5% | +8.9% | +10.1% |
| 7D | -1.1% | -1.1% | 0.0% | -0.3% |
| 30D | -26.9% | +7.3% | -34.3% | -29.4% |
| 3M | -31.2% | -4.0% | -27.2% | -29.8% |
| 6M | -14.7% | +11.9% | -26.6% | -19.8% |
| YTD | +44.7% | +19.0% | +25.7% | +31.3% |
| 1Y | +62.0% | +31.0% | +30.9% | +39.8% |
| 3Y | +165.0% | +143.8% | +21.2% | +63.2% |
| 5Y | +147.1% | +48.9% | +98.2% | +109.4% |
| All | +147.1% | +49.1% | +98.0% | +109.4% |
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