+224.4%
FITB vs AMC
-98.7%
+323.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.4% |
| 7D | +0.5% | +5.5% | -5.0% | +0.3% |
| 30D | +7.0% | +16.1% | -9.1% | +6.4% |
| 3M | -4.4% | +43.0% | -47.3% | -5.8% |
| 6M | +11.6% | +130.7% | -119.1% | +7.1% |
| YTD | +18.6% | +121.8% | -103.2% | +13.7% |
| 1Y | +29.8% | +40.7% | -10.8% | +26.5% |
| 3Y | +140.7% | -56.8% | +197.5% | +139.4% |
| 5Y | +48.6% | -99.1% | +147.7% | +61.3% |
| 10Y | +224.4% | -98.7% | +323.1% | +183.1% |
| All | +224.4% | -98.7% | +323.1% | +183.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 10y: compounded portfolio wealth divided by compounded AMC 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…
10y analysis · Full analysis span regression · 6 months rolling