+135.5%
FITB vs ALM
+2,118.4%
-1,983.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | +0.6% | -2.6% | +3.2% | +0.7% |
| 30D | -4.7% | +32.0% | -36.7% | -5.7% |
| 3M | +6.7% | -15.0% | +21.7% | +6.9% |
| 6M | +12.6% | -10.1% | +22.7% | +12.2% |
| YTD | +19.1% | +99.4% | -80.3% | +15.5% |
| 1Y | +22.6% | +316.4% | -293.7% | +16.5% |
| All | +135.5% | +2,118.4% | -1,983.0% | +112.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling