+263,909.3%
AMZN vs FITB
+417.8%
+263,491.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -3.0% | +0.6% | -3.6% | -3.1% |
| 30D | -5.2% | -4.7% | -0.4% | -4.2% |
| 3M | +1.9% | +6.7% | -4.8% | +0.2% |
| 6M | +19.2% | +12.6% | +6.7% | +15.8% |
| YTD | +12.0% | +19.1% | -7.1% | +7.2% |
| 1Y | +9.7% | +22.6% | -12.9% | +4.1% |
| 3Y | +87.2% | +127.1% | -40.0% | +54.0% |
| 5Y | +48.7% | +71.8% | -23.2% | +28.8% |
| 10Y | +569.3% | +287.2% | +282.2% | +349.8% |
| All | +263,909.3% | +417.8% | +263,491.5% | +73,818.6% |
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