+34.1%
FITB vs ALM
+44.8%
-10.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.4% |
| 7D | +2.3% | -6.4% | +8.7% | +2.6% |
| 30D | +7.7% | -35.0% | +42.7% | +9.6% |
| 3M | -4.5% | -33.8% | +29.3% | -3.2% |
| 6M | +12.5% | -55.0% | +67.5% | +15.5% |
| YTD | +19.8% | -0.2% | +20.0% | +20.7% |
| 1Y | +34.1% | +41.8% | -7.6% | +36.2% |
| All | +34.1% | +44.8% | -10.7% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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