+331.1%
AMD vs FITB
+128.4%
+202.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.8% |
| 7D | +2.6% | +0.6% | +2.0% | +2.3% |
| 30D | -0.9% | -4.7% | +3.8% | +1.2% |
| 3M | -8.7% | +6.7% | -15.4% | -11.6% |
| 6M | +136.3% | +12.6% | +123.8% | +122.5% |
| YTD | +123.0% | +19.1% | +103.9% | +102.5% |
| 1Y | +195.2% | +22.6% | +172.5% | +163.3% |
| All | +331.1% | +128.4% | +202.7% | +216.9% |
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