+141.6%
FITB vs AR
+48.6%
+93.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +2.8% | +7.4% | -4.6% | +1.9% |
| 30D | +9.8% | +5.8% | +4.0% | +8.9% |
| 3M | -5.2% | +5.2% | -10.4% | -5.9% |
| 6M | +17.3% | +5.4% | +11.9% | +16.1% |
| YTD | +19.3% | +12.4% | +6.9% | +15.6% |
| 1Y | +32.7% | +12.8% | +19.9% | +28.2% |
| 3Y | +141.6% | +47.2% | +94.4% | +114.6% |
| All | +141.6% | +48.6% | +93.0% | +114.6% |
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