+140.6%
FITB vs ACM
+250.7%
-110.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.2% | -2.7% | -1.0% |
| 7D | -1.1% | +6.9% | -8.0% | -5.6% |
| 30D | +7.3% | +19.1% | -11.7% | -4.8% |
| 3M | -4.0% | -6.9% | +2.9% | -1.3% |
| 6M | +11.9% | -12.0% | +23.9% | +17.4% |
| YTD | +19.0% | -25.1% | +44.1% | +37.3% |
| 1Y | +31.0% | -45.4% | +76.4% | +86.4% |
| 3Y | +143.8% | -6.9% | +150.7% | +132.8% |
| 5Y | +48.9% | +3.7% | +45.1% | +30.0% |
| 10Y | +236.6% | +135.8% | +100.8% | +59.1% |
| All | +140.6% | +250.7% | -110.0% | -16.7% |
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