+141.6%
FITB vs ACM
-9.1%
+150.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.6% | +0.9% |
| 7D | +2.8% | +5.6% | -2.9% | +0.9% |
| 30D | +9.8% | +20.8% | -11.0% | +3.1% |
| 3M | -5.2% | +11.4% | -16.6% | -8.8% |
| 6M | +17.3% | +0.9% | +16.4% | +15.6% |
| YTD | +19.3% | -24.8% | +44.1% | +31.6% |
| 1Y | +32.7% | -46.4% | +79.1% | +73.8% |
| 3Y | +141.6% | -9.2% | +150.8% | +123.5% |
| All | +141.6% | -9.1% | +150.7% | +123.5% |
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