+308.7%
FITB vs AMC
-98.1%
+406.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -0.4% |
| 7D | +0.6% | +2.3% | -1.7% | +0.5% |
| 30D | -4.7% | -0.7% | -4.0% | -4.8% |
| 3M | +6.7% | +35.2% | -28.5% | +4.7% |
| 6M | +12.6% | +124.6% | -112.0% | +7.8% |
| YTD | +19.1% | +69.9% | -50.8% | +15.2% |
| 1Y | +22.6% | -2.6% | +25.2% | +21.1% |
| 3Y | +127.1% | -79.8% | +206.9% | +131.7% |
| 5Y | +71.8% | -99.4% | +171.2% | +91.0% |
| 10Y | +287.2% | -98.9% | +386.1% | +253.3% |
| All | +308.7% | -98.1% | +406.8% | +226.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling