+536.0%
FITB vs AMCR
+96.6%
+439.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.7% | +11.2% | +14.2% |
| 3Y | +131.1% | +9.6% | +121.5% | +112.7% |
| 5Y | +71.1% | -10.3% | +81.4% | +74.4% |
| 10Y | +283.9% | +16.5% | +267.4% | +227.5% |
| All | +536.0% | +96.6% | +439.4% | +435.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling