+224.4%
FITB vs APA
+0.4%
+224.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.7% |
| 7D | +0.5% | -5.5% | +6.0% | +2.0% |
| 30D | +7.0% | -1.2% | +8.2% | +6.9% |
| 3M | -4.4% | +10.6% | -14.9% | -7.9% |
| 6M | +11.6% | +28.4% | -16.9% | +1.7% |
| YTD | +18.6% | +89.7% | -71.1% | -5.8% |
| 1Y | +29.8% | +90.6% | -60.8% | +2.6% |
| 3Y | +140.7% | +36.9% | +103.8% | +100.5% |
| 5Y | +48.6% | +83.2% | -34.6% | +6.0% |
| 10Y | +224.4% | -0.1% | +224.5% | +77.5% |
| All | +224.4% | +0.4% | +224.0% | +77.5% |
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