+95.0%
AMT vs FITB
+285.0%
-190.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -0.2% | +2.8% | -3.0% | -0.7% |
| 30D | +1.8% | -4.5% | +6.4% | +2.6% |
| 3M | -6.2% | +5.7% | -11.8% | -7.3% |
| 6M | -5.0% | +17.1% | -22.1% | -7.9% |
| YTD | +2.1% | +18.3% | -16.3% | -1.5% |
| 1Y | -5.7% | +23.9% | -29.6% | -10.0% |
| 3Y | +7.9% | +131.1% | -123.2% | -10.2% |
| 5Y | -32.3% | +71.1% | -103.4% | -41.4% |
| 10Y | +95.0% | +283.9% | -188.9% | +41.4% |
| All | +95.0% | +285.0% | -190.0% | +41.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling