+23.9%
FITB vs ALB
+59.9%
-36.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.8% |
| 7D | +2.8% | -4.4% | +7.2% | +3.1% |
| 30D | -4.5% | -1.2% | -3.3% | -4.5% |
| 3M | +5.7% | -13.3% | +19.0% | +6.5% |
| 6M | +17.1% | -19.8% | +36.9% | +17.8% |
| YTD | +18.3% | -7.9% | +26.3% | +17.0% |
| 1Y | +23.9% | +60.2% | -36.3% | +16.8% |
| All | +23.9% | +59.9% | -36.0% | +16.8% |
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 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