+2,896.1%
FITB vs APA
+815.8%
+2,080.3%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.7% |
| 7D | +0.6% | +0.5% | +0.1% | +0.4% |
| 30D | -4.7% | +23.4% | -28.1% | -10.5% |
| 3M | +6.7% | +12.7% | -6.0% | +2.2% |
| 6M | +12.6% | +39.4% | -26.9% | 0.0% |
| YTD | +19.1% | +79.0% | -59.8% | -1.9% |
| 1Y | +22.6% | +88.8% | -66.2% | -1.5% |
| 3Y | +127.1% | +6.4% | +120.8% | +106.2% |
| 5Y | +71.8% | +153.0% | -81.2% | +15.0% |
| 10Y | +287.2% | +7.5% | +279.6% | +154.6% |
| All | +2,896.1% | +815.8% | +2,080.3% | +1,666.8% |
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