+283.9%
FITB vs AMC
-98.9%
+382.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.5% |
| 7D | +2.8% | -0.8% | +3.6% | +2.9% |
| 30D | -4.5% | -1.2% | -3.4% | -4.5% |
| 3M | +5.7% | +42.2% | -36.6% | +3.6% |
| 6M | +17.1% | +118.8% | -101.7% | +12.6% |
| YTD | +18.3% | +64.1% | -45.8% | +14.8% |
| 1Y | +23.9% | -9.5% | +33.4% | +22.8% |
| 3Y | +131.1% | -64.3% | +195.4% | +131.4% |
| 5Y | +71.1% | -99.5% | +170.5% | +89.1% |
| 10Y | +283.9% | -98.9% | +382.8% | +241.3% |
| All | +283.9% | -98.9% | +382.8% | +241.3% |
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