+137,736.4%
AMAT vs FITB
+2,855.6%
+134,880.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | -1.5% | +0.6% | -2.1% | -1.7% |
| 30D | -14.8% | -4.7% | -10.1% | -13.6% |
| 3M | -9.3% | +6.7% | -15.9% | -11.0% |
| 6M | +27.4% | +12.6% | +14.8% | +23.1% |
| YTD | +77.6% | +19.1% | +58.5% | +68.4% |
| 1Y | +188.9% | +22.6% | +166.3% | +171.3% |
| 3Y | +202.3% | +127.1% | +75.2% | +136.3% |
| 5Y | +248.9% | +71.8% | +177.1% | +193.1% |
| 10Y | +1,585.2% | +287.2% | +1,298.0% | +1,003.3% |
| All | +137,736.4% | +2,855.6% | +134,880.8% | +41,953.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling