+86.1%
ARM vs FITB
+23.7%
+62.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +4.0% |
| 7D | +5.5% | +0.6% | +4.8% | +5.2% |
| 30D | -8.2% | -4.7% | -3.5% | -6.8% |
| 3M | -35.9% | +6.7% | -42.6% | -37.6% |
| 6M | +103.1% | +12.6% | +90.6% | +89.5% |
| YTD | +130.6% | +19.1% | +111.5% | +111.4% |
| 1Y | +86.1% | +22.6% | +63.4% | +63.1% |
| All | +86.1% | +23.7% | +62.4% | +63.1% |
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 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