+174.6%
ARM vs FITB
+117.8%
+56.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +5.2% |
| 7D | -15.2% | -1.5% | -13.7% | -14.4% |
| 30D | -40.7% | +5.8% | -46.5% | -42.8% |
| 3M | -39.1% | -6.1% | -33.0% | -36.8% |
| 6M | -26.4% | +5.9% | -32.4% | -30.0% |
| YTD | +59.7% | +16.1% | +43.6% | +41.8% |
| 1Y | +10.3% | +28.8% | -18.5% | -9.1% |
| 3Y | +228.9% | +126.0% | +102.8% | +85.9% |
| All | +174.6% | +117.8% | +56.8% | +64.2% |
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