+135.5%
FITB vs ACM
-19.2%
+154.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +0.6% | -3.7% | +4.3% | +1.9% |
| 30D | -4.7% | -11.1% | +6.4% | -1.0% |
| 3M | +6.7% | -8.0% | +14.7% | +9.1% |
| 6M | +12.6% | -29.7% | +42.2% | +29.0% |
| YTD | +19.1% | -29.4% | +48.5% | +35.0% |
| 1Y | +22.6% | -46.4% | +69.1% | +59.1% |
| All | +135.5% | -19.2% | +154.7% | +124.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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