+193.0%
ARM vs FITB
+123.2%
+69.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.5% | +4.2% | +5.2% |
| 7D | -5.3% | -1.1% | -4.2% | -4.6% |
| 30D | -30.0% | +7.3% | -37.4% | -33.0% |
| 3M | -34.1% | -4.0% | -30.1% | -32.5% |
| 6M | -12.6% | +11.9% | -24.5% | -19.8% |
| YTD | +70.4% | +19.0% | +51.4% | +49.1% |
| 1Y | +22.3% | +31.0% | -8.8% | -0.2% |
| 3Y | +261.2% | +143.8% | +117.4% | +95.0% |
| All | +193.0% | +123.2% | +69.7% | +72.7% |
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