+47.5%
FITB vs AR
+99.4%
-51.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +2.8% | +7.4% | -4.6% | +1.3% |
| 30D | +9.8% | +5.8% | +4.0% | +8.4% |
| 3M | -5.2% | +5.2% | -10.4% | -6.4% |
| 6M | +17.3% | +5.4% | +11.9% | +15.2% |
| YTD | +19.3% | +12.4% | +6.9% | +14.2% |
| 1Y | +32.7% | +12.8% | +19.9% | +26.6% |
| 3Y | +141.6% | +47.2% | +94.4% | +107.8% |
| All | +47.5% | +99.4% | -51.9% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling