+2,820.2%
FITB vs APD
+6,189.3%
-3,369.1%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | +0.1% |
| 7D | -1.5% | -3.7% | +2.1% | +0.5% |
| 30D | +5.8% | +9.6% | -3.8% | +0.6% |
| 3M | -6.1% | +1.6% | -7.7% | -7.2% |
| 6M | +5.9% | +2.2% | +3.8% | +3.7% |
| YTD | +16.1% | +25.9% | -9.8% | +0.5% |
| 1Y | +28.8% | +20.1% | +8.7% | +14.0% |
| 3Y | +126.0% | +12.4% | +113.6% | +99.0% |
| 5Y | +45.3% | +11.1% | +34.2% | +27.0% |
| 10Y | +255.4% | +190.1% | +65.2% | +82.5% |
| All | +2,820.2% | +6,189.3% | -3,369.1% | +368.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling