+71.6%
FITB vs ALM
+951.0%
-879.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.8% |
| 3M | +6.7% | -15.0% | +21.7% | +6.9% |
| 6M | +12.6% | -10.1% | +22.7% | +12.1% |
| YTD | +19.1% | +99.4% | -80.3% | +14.9% |
| 1Y | +22.6% | +316.4% | -293.7% | +15.0% |
| 3Y | +127.1% | +2,022.0% | -1,894.9% | +95.5% |
| All | +71.6% | +951.0% | -879.4% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling