+34.1%
FITB vs ALB
+4.7%
+29.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.3% | -3.8% | +1.2% |
| 7D | +2.3% | -2.1% | +4.4% | +2.4% |
| 30D | +7.7% | -9.0% | +16.7% | +8.2% |
| 3M | -4.5% | -21.1% | +16.6% | -3.5% |
| 6M | +12.5% | -49.9% | +62.4% | +16.6% |
| YTD | +19.8% | -32.3% | +52.1% | +20.7% |
| 1Y | +34.1% | +8.6% | +25.5% | +32.6% |
| All | +34.1% | +4.7% | +29.4% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 1y: compounded portfolio wealth divided by compounded ALB 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…
1y analysis · Full analysis span regression · 6 months rolling