+30.2%
FITB vs AR
+6.0%
+24.2%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.6% |
| 7D | -1.1% | -10.5% | +9.4% | -2.1% |
| 30D | +7.3% | +1.3% | +6.1% | +7.4% |
| 3M | -4.0% | +4.8% | -8.7% | -3.1% |
| 6M | +11.9% | +1.2% | +10.7% | +12.5% |
| YTD | +19.0% | +5.5% | +13.5% | +18.1% |
| All | +30.2% | +6.0% | +24.2% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling