+1,433.3%
AMT vs FITB
+240.0%
+1,193.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.4% |
| 7D | +0.4% | -1.1% | +1.5% | +0.6% |
| 30D | +3.7% | +7.3% | -3.6% | +2.3% |
| 3M | +10.7% | -4.0% | +14.7% | +11.5% |
| 6M | +9.3% | +11.9% | -2.6% | +6.7% |
| YTD | +10.9% | +19.0% | -8.0% | +6.7% |
| 1Y | +10.5% | +31.0% | -20.5% | +4.3% |
| 3Y | +15.5% | +143.8% | -128.2% | -4.7% |
| 5Y | -20.6% | +48.9% | -69.5% | -29.3% |
| 10Y | +124.5% | +236.6% | -112.1% | +59.5% |
| All | +1,433.3% | +240.0% | +1,193.4% | +824.2% |
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