+141.1%
FITB vs AMC
-57.0%
+198.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.5% | +0.4% |
| 7D | -0.6% | -2.8% | +2.3% | -0.5% |
| 30D | +7.0% | +14.0% | -7.0% | +6.5% |
| 3M | -4.8% | +42.5% | -47.3% | -6.0% |
| 6M | +13.5% | +142.6% | -129.0% | +8.5% |
| YTD | +19.1% | +119.2% | -100.2% | +13.8% |
| 1Y | +30.8% | +40.7% | -10.0% | +27.1% |
| All | +141.1% | -57.0% | +198.1% | +176.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling