+214.0%
ARM vs FITB
+124.9%
+89.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.3% | -10.8% | -11.7% |
| 7D | -27.1% | -1.8% | -25.3% | -26.3% |
| 30D | -44.9% | +4.8% | -49.7% | -46.5% |
| 3M | -39.3% | -6.4% | -32.8% | -36.9% |
| 6M | -20.2% | +7.9% | -28.1% | -24.8% |
| YTD | +52.5% | +17.0% | +35.5% | +34.6% |
| 1Y | +4.1% | +29.9% | -25.8% | -14.9% |
| All | +214.0% | +124.9% | +89.0% | +82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling