+140.9%
FITB vs ACM
+230.8%
-89.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | +0.6% | -3.7% | +4.3% | +3.2% |
| 30D | -4.7% | -11.1% | +6.4% | +1.4% |
| 3M | +6.7% | -8.0% | +14.7% | +10.2% |
| 6M | +12.6% | -29.7% | +42.2% | +38.0% |
| YTD | +19.1% | -29.4% | +48.5% | +43.6% |
| 1Y | +22.6% | -46.4% | +69.1% | +76.7% |
| 3Y | +127.1% | -22.3% | +149.5% | +147.1% |
| 5Y | +71.8% | +4.5% | +67.3% | +49.0% |
| 10Y | +287.2% | +127.6% | +159.5% | +86.6% |
| All | +140.9% | +230.8% | -89.9% | -12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling