+199.6%
ARM vs FITB
+123.8%
+75.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.7% | -5.3% |
| 7D | +9.1% | +2.8% | +6.4% | +7.4% |
| 30D | -19.9% | +9.8% | -29.7% | -24.4% |
| 3M | -31.6% | -5.2% | -26.5% | -29.5% |
| 6M | -13.9% | +17.3% | -31.2% | -23.2% |
| YTD | +74.3% | +19.3% | +55.0% | +52.3% |
| 1Y | +35.8% | +32.7% | +3.1% | +9.8% |
| 3Y | +268.6% | +141.6% | +127.0% | +100.2% |
| All | +199.6% | +123.8% | +75.8% | +76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling