+135.5%
FITB vs APD
+11.2%
+124.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | +0.6% | -2.2% | +2.8% | +1.3% |
| 30D | -4.7% | +2.1% | -6.8% | -5.4% |
| 3M | +6.7% | +7.2% | -0.5% | +4.2% |
| 6M | +12.6% | +11.2% | +1.3% | +8.3% |
| YTD | +19.1% | +24.4% | -5.3% | +10.2% |
| 1Y | +22.6% | +6.7% | +16.0% | +19.2% |
| All | +135.5% | +11.2% | +124.3% | +123.0% |
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 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