+134.8%
FITB vs ACM
+233.3%
-98.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.5% | +5.4% | -6.9% | -5.0% |
| 30D | +5.8% | +15.1% | -9.3% | -3.9% |
| 3M | -6.1% | -10.5% | +4.4% | -0.9% |
| 6M | +5.9% | -19.7% | +25.6% | +18.4% |
| YTD | +16.1% | -28.8% | +44.9% | +38.7% |
| 1Y | +28.8% | -47.9% | +76.7% | +89.2% |
| 3Y | +126.0% | -12.4% | +138.4% | +125.1% |
| 5Y | +45.3% | +0.6% | +44.7% | +29.6% |
| 10Y | +255.4% | +161.3% | +94.1% | +55.8% |
| All | +134.8% | +233.3% | -98.5% | -15.9% |
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