+141.6%
FITB vs APD
+29.7%
+111.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +2.8% | +3.8% | -1.1% | +1.6% |
| 30D | +9.8% | +8.2% | +1.6% | +7.2% |
| 3M | -5.2% | +4.3% | -9.4% | -6.4% |
| 6M | +17.3% | +4.7% | +12.6% | +15.5% |
| YTD | +19.3% | +31.5% | -12.3% | +8.2% |
| 1Y | +32.7% | +23.5% | +9.2% | +22.7% |
| 3Y | +141.6% | +29.1% | +112.5% | +126.3% |
| All | +141.6% | +29.7% | +111.9% | +126.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling