+1,354.1%
FITB vs ALB
+2,835.3%
-1,481.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.3% | +1.5% |
| 7D | +0.6% | -8.1% | +8.7% | +3.7% |
| 30D | -4.7% | +6.3% | -11.0% | -7.4% |
| 3M | +6.7% | -23.6% | +30.3% | +16.0% |
| 6M | +12.6% | -24.6% | +37.2% | +20.5% |
| YTD | +19.1% | -10.3% | +29.4% | +17.2% |
| 1Y | +22.6% | +61.5% | -38.8% | -6.6% |
| 3Y | +127.1% | -34.0% | +161.1% | +118.3% |
| 5Y | +71.8% | -44.6% | +116.4% | +64.6% |
| 10Y | +287.2% | +76.1% | +211.1% | +98.4% |
| All | +1,354.1% | +2,835.3% | -1,481.2% | +251.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling