+10.3%
ARM vs FITB
+29.0%
-18.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.5% | +5.0% |
| 7D | -15.2% | -1.5% | -13.7% | -14.7% |
| 30D | -40.7% | +5.8% | -46.5% | -41.8% |
| 3M | -39.1% | -6.1% | -33.0% | -37.9% |
| 6M | -26.4% | +5.9% | -32.4% | -28.3% |
| YTD | +59.7% | +16.1% | +43.6% | +44.8% |
| 1Y | +10.3% | +28.8% | -18.5% | -2.4% |
| All | +10.3% | +29.0% | -18.7% | -2.4% |
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