+1,352.6%
FITB vs ALB
+2,211.7%
-859.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | -1.1% | +9.5% | -10.6% | -4.4% |
| 30D | +7.3% | -2.1% | +9.5% | +7.9% |
| 3M | -4.0% | -24.1% | +20.2% | +5.3% |
| 6M | +11.9% | -51.0% | +62.9% | +42.3% |
| YTD | +19.0% | -29.3% | +48.3% | +27.1% |
| 1Y | +31.0% | +3.2% | +27.9% | +19.9% |
| 3Y | +143.8% | -9.3% | +153.1% | +102.9% |
| 5Y | +48.9% | -61.6% | +110.5% | +64.6% |
| 10Y | +236.6% | +40.8% | +195.8% | +86.8% |
| All | +1,352.6% | +2,211.7% | -859.2% | +280.9% |
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