+126.0%
FITB vs AR
+19.9%
+106.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.7% |
| 7D | -1.5% | -14.3% | +12.7% | +0.2% |
| 30D | +5.8% | +1.4% | +4.4% | +5.4% |
| 3M | -6.1% | +3.4% | -9.5% | -6.7% |
| 6M | +5.9% | -2.1% | +8.0% | +5.7% |
| YTD | +16.1% | +4.7% | +11.4% | +13.4% |
| 1Y | +28.8% | +10.6% | +18.3% | +24.2% |
| 3Y | +126.0% | +24.6% | +101.4% | +117.9% |
| All | +126.0% | +19.9% | +106.1% | +117.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling