+2,895.1%
FITB vs APA
+905.9%
+1,989.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | -0.6% |
| 7D | -0.6% | +5.1% | -5.6% | -2.0% |
| 30D | +7.0% | +0.3% | +6.8% | +6.5% |
| 3M | -4.8% | +15.6% | -20.4% | -9.3% |
| 6M | +13.5% | +28.9% | -15.4% | +3.9% |
| YTD | +19.1% | +96.6% | -77.5% | -5.1% |
| 1Y | +30.8% | +95.5% | -64.8% | +4.1% |
| 3Y | +141.6% | +41.8% | +99.8% | +101.4% |
| 5Y | +48.3% | +85.4% | -37.1% | +8.5% |
| 10Y | +215.9% | +4.5% | +211.4% | +108.6% |
| All | +2,895.1% | +905.9% | +1,989.3% | +1,610.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling