+298.4%
FITB vs AMC
-97.7%
+396.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.8% |
| 7D | -1.5% | +2.6% | -4.2% | -1.7% |
| 30D | +5.8% | +9.0% | -3.2% | +5.4% |
| 3M | -6.1% | +22.2% | -28.3% | -7.0% |
| 6M | +5.9% | +91.5% | -85.5% | +2.2% |
| YTD | +16.1% | +101.3% | -85.2% | +11.4% |
| 1Y | +28.8% | +20.8% | +8.1% | +26.1% |
| 3Y | +126.0% | -71.3% | +197.3% | +128.4% |
| 5Y | +45.3% | -99.2% | +144.5% | +60.1% |
| 10Y | +255.4% | -98.7% | +354.1% | +224.0% |
| All | +298.4% | -97.7% | +396.1% | +215.8% |
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