+282.0%
FITB vs APD
+168.7%
+113.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.8% |
| 7D | -1.0% | -3.5% | +2.5% | +1.1% |
| 30D | -5.5% | -5.1% | -0.4% | -2.7% |
| 3M | +4.1% | +6.9% | -2.7% | -0.5% |
| 6M | +18.7% | +8.1% | +10.6% | +11.9% |
| YTD | +18.2% | +21.2% | -3.1% | +3.4% |
| 1Y | +23.7% | +4.9% | +18.8% | +17.3% |
| 3Y | +130.8% | +6.3% | +124.5% | +108.4% |
| 5Y | +69.8% | +24.3% | +45.5% | +32.1% |
| All | +282.0% | +168.7% | +113.3% | +78.0% |
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