+363.0%
FITB vs ALM
+3,525.2%
-3,162.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.4% |
| 7D | -0.6% | -7.2% | +6.6% | -0.6% |
| 30D | +7.0% | -26.4% | +33.4% | +7.2% |
| 3M | -4.8% | -38.6% | +33.8% | -4.6% |
| 6M | +13.5% | -61.0% | +74.5% | +13.9% |
| YTD | +19.1% | -7.4% | +26.5% | +19.0% |
| 1Y | +30.8% | +14.0% | +16.8% | +30.6% |
| 3Y | +141.6% | +844.4% | -702.8% | +139.3% |
| 5Y | +48.3% | +410.8% | -362.5% | +47.0% |
| 10Y | +215.9% | +2,084.7% | -1,868.8% | +211.7% |
| All | +363.0% | +3,525.2% | -3,162.2% | +353.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling