+285.6%
FITB vs APA
-1.1%
+286.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.5% | -1.4% |
| 7D | -0.4% | +0.3% | -0.7% | -0.5% |
| 30D | -5.1% | +9.3% | -14.5% | -7.8% |
| 3M | +3.5% | +23.3% | -19.8% | -3.5% |
| 6M | +17.2% | +39.5% | -22.3% | +3.5% |
| YTD | +17.6% | +87.6% | -70.0% | -5.7% |
| 1Y | +23.4% | +114.2% | -90.9% | -6.1% |
| 3Y | +129.7% | +13.6% | +116.2% | +103.6% |
| 5Y | +68.4% | +175.6% | -107.2% | +5.4% |
| 10Y | +285.6% | -2.6% | +288.3% | +115.6% |
| All | +285.6% | -1.1% | +286.8% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling