+1,311.4%
AMT vs FITB
+240.3%
+1,071.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -0.2% | +0.6% | -0.8% | -0.3% |
| 30D | +4.6% | -4.7% | +9.4% | +5.5% |
| 3M | -8.4% | +6.7% | -15.1% | -9.7% |
| 6M | -6.0% | +12.6% | -18.6% | -8.3% |
| YTD | +2.1% | +19.1% | -17.0% | -1.8% |
| 1Y | -6.4% | +22.6% | -29.0% | -10.6% |
| 3Y | +8.1% | +127.1% | -119.1% | -9.7% |
| 5Y | -31.9% | +71.8% | -103.7% | -41.1% |
| 10Y | +97.1% | +287.2% | -190.1% | +36.1% |
| All | +1,311.4% | +240.3% | +1,071.0% | +750.9% |
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 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