+536.0%
FITB vs AMCR
+102.7%
+433.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.2% |
| 7D | +2.8% | -1.8% | +4.7% | +3.7% |
| 30D | -4.5% | -6.0% | +1.5% | -1.8% |
| 3M | +5.7% | +18.9% | -13.3% | -3.5% |
| 6M | +17.1% | +5.7% | +11.5% | +12.7% |
| YTD | +18.3% | +11.1% | +7.2% | +10.3% |
| 1Y | +23.9% | +14.4% | +9.5% | +13.4% |
| 3Y | +131.1% | +13.0% | +118.1% | +109.4% |
| 5Y | +71.1% | -7.5% | +78.6% | +71.7% |
| 10Y | +283.9% | +20.1% | +263.8% | +222.5% |
| All | +536.0% | +102.7% | +433.3% | +427.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling