+61,451.9%
APH vs FITB
+1,542.6%
+59,909.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.0% | -49.8% | -48.2% |
| 7D | -48.7% | 0.0% | -48.7% | -48.9% |
| 30D | -51.9% | -4.7% | -47.2% | -51.6% |
| 3M | -43.6% | +6.7% | -50.2% | -44.7% |
| 6M | -37.5% | +12.6% | -50.1% | -39.5% |
| YTD | -38.6% | +19.1% | -57.8% | -41.4% |
| 1Y | -26.3% | +22.6% | -49.0% | -30.2% |
| 3Y | +89.2% | +127.1% | -37.9% | +55.4% |
| 5Y | +119.8% | +71.8% | +48.0% | +89.3% |
| 10Y | +454.3% | +287.2% | +167.1% | +288.4% |
| All | +61,451.9% | +1,542.6% | +59,909.4% | +28,238.1% |
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