+273,029.3%
AMZN vs FITB
+412.9%
+272,616.4%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | +2.8% | +0.8% | +1.9% | +2.6% |
| 30D | +3.4% | +7.3% | -3.9% | +1.8% |
| 3M | +0.1% | -6.3% | +6.4% | +1.4% |
| 6M | +0.6% | +12.6% | -11.9% | -2.3% |
| YTD | +15.9% | +18.0% | -2.1% | +11.1% |
| 1Y | +9.5% | +28.9% | -19.4% | +2.9% |
| 3Y | +86.3% | +139.4% | -53.1% | +51.8% |
| 5Y | +51.7% | +47.2% | +4.5% | +36.0% |
| 10Y | +623.8% | +213.0% | +410.7% | +410.2% |
| All | +273,029.3% | +412.9% | +272,616.4% | +76,494.5% |
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