+283.9%
FITB vs ALB
+78.9%
+204.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -1.4% |
| 7D | +2.8% | -4.4% | +7.2% | +4.1% |
| 30D | -4.5% | -1.2% | -3.3% | -4.5% |
| 3M | +5.7% | -13.3% | +19.0% | +8.9% |
| 6M | +17.1% | -19.8% | +36.9% | +21.4% |
| YTD | +18.3% | -7.9% | +26.3% | +15.9% |
| 1Y | +23.9% | +60.2% | -36.3% | -0.1% |
| 3Y | +131.1% | -26.4% | +157.5% | +121.4% |
| 5Y | +71.1% | -42.5% | +113.6% | +68.0% |
| 10Y | +283.9% | +83.0% | +200.9% | +113.6% |
| All | +283.9% | +78.9% | +204.9% | +113.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling