+236.6%
FITB vs APD
+192.6%
+44.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.4% | +1.3% |
| 7D | -1.1% | -1.6% | +0.5% | -0.2% |
| 30D | +7.3% | +10.6% | -3.3% | +1.2% |
| 3M | -4.0% | +2.5% | -6.5% | -5.6% |
| 6M | +11.9% | +6.0% | +5.9% | +7.1% |
| YTD | +19.0% | +28.4% | -9.5% | +0.5% |
| 1Y | +31.0% | +22.2% | +8.9% | +13.6% |
| 3Y | +143.8% | +26.6% | +117.2% | +97.7% |
| 5Y | +48.9% | +11.8% | +37.1% | +27.2% |
| 10Y | +236.6% | +187.8% | +48.8% | +57.6% |
| All | +236.6% | +192.6% | +44.1% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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