+47.5%
FITB vs AMC
-99.2%
+146.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.3% |
| 7D | +2.8% | +3.5% | -0.8% | +2.5% |
| 30D | +9.8% | +12.5% | -2.7% | +9.0% |
| 3M | -5.2% | +23.6% | -28.7% | -6.6% |
| 6M | +17.3% | +144.4% | -127.0% | +9.2% |
| YTD | +19.3% | +108.3% | -89.0% | +11.6% |
| 1Y | +32.7% | +38.9% | -6.2% | +27.2% |
| 3Y | +141.6% | -58.9% | +200.4% | +142.8% |
| All | +47.5% | -99.2% | +146.7% | +91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling