-26.3%
APH vs FITB
+23.7%
-50.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.0% | -49.8% | -48.1% |
| 7D | -48.7% | 0.0% | -48.7% | -48.7% |
| 30D | -51.9% | -4.7% | -47.2% | -51.3% |
| 3M | -43.6% | +6.7% | -50.2% | -44.8% |
| 6M | -37.5% | +12.6% | -50.1% | -40.5% |
| YTD | -38.6% | +19.1% | -57.8% | -41.9% |
| 1Y | -26.3% | +22.6% | -49.0% | -29.3% |
| All | -26.3% | +23.7% | -50.0% | -29.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling