+66.7%
FITB vs ALB
-48.5%
+115.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +4.0% | +1.3% |
| 7D | -0.3% | -6.6% | +6.4% | +1.1% |
| 30D | -5.7% | -8.1% | +2.5% | -4.2% |
| 3M | +3.2% | -25.7% | +28.8% | +9.2% |
| 6M | +23.4% | -29.5% | +52.9% | +30.4% |
| YTD | +18.8% | -16.2% | +35.0% | +19.2% |
| 1Y | +25.0% | +59.2% | -34.3% | +5.5% |
| 3Y | +131.2% | -33.7% | +164.9% | +132.5% |
| All | +66.7% | -48.5% | +115.2% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling