+44.7%
FITB vs APD
+11.0%
+33.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.2% |
| 7D | -1.5% | -3.7% | +2.1% | -0.1% |
| 30D | +5.8% | +9.6% | -3.8% | +2.0% |
| 3M | -6.1% | +1.6% | -7.7% | -6.8% |
| 6M | +5.9% | +2.2% | +3.8% | +4.5% |
| YTD | +16.1% | +25.9% | -9.8% | +4.2% |
| 1Y | +28.8% | +20.1% | +8.7% | +17.6% |
| 3Y | +126.0% | +12.4% | +113.6% | +108.5% |
| All | +44.7% | +11.0% | +33.7% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling