+156.7%
FITB vs AG
+445.6%
-289.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | 0.0% |
| 7D | +0.6% | +1.0% | -0.4% | +0.5% |
| 30D | -4.7% | +19.2% | -23.9% | -6.7% |
| 3M | +6.7% | +6.2% | +0.5% | +5.2% |
| 6M | +12.6% | -26.7% | +39.2% | +14.9% |
| YTD | +19.1% | +26.1% | -7.0% | +13.4% |
| 1Y | +22.6% | +131.7% | -109.0% | +7.8% |
| 3Y | +127.1% | +255.3% | -128.2% | +82.6% |
| 5Y | +71.8% | +61.9% | +9.9% | +46.1% |
| 10Y | +287.2% | +72.0% | +215.2% | +190.9% |
| All | +156.7% | +445.6% | -289.0% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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