+203.1%
FITB vs ALB
+34.2%
+168.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.6% |
| 7D | +0.8% | -3.6% | +4.4% | +1.9% |
| 30D | +7.3% | -2.9% | +10.2% | +8.0% |
| 3M | -6.3% | -25.8% | +19.5% | +1.3% |
| 6M | +12.6% | -53.6% | +66.1% | +38.0% |
| YTD | +18.0% | -32.4% | +50.4% | +25.6% |
| 1Y | +28.9% | -13.0% | +41.9% | +26.2% |
| 3Y | +139.4% | -15.0% | +154.4% | +110.7% |
| 5Y | +47.2% | -63.5% | +110.7% | +67.8% |
| All | +203.1% | +34.2% | +168.9% | +73.8% |
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