+185.4%
ARM vs FITB
+122.5%
+62.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.4% |
| 7D | -10.4% | +0.5% | -10.9% | -10.5% |
| 30D | -31.8% | +7.0% | -38.9% | -34.6% |
| 3M | -32.2% | -4.4% | -27.9% | -30.5% |
| 6M | -14.9% | +11.6% | -26.5% | -21.7% |
| YTD | +66.0% | +18.6% | +47.4% | +45.6% |
| 1Y | +17.2% | +29.8% | -12.6% | -3.7% |
| 3Y | +247.2% | +140.7% | +106.5% | +89.0% |
| All | +185.4% | +122.5% | +62.9% | +68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling