+71.1%
FITB vs AR
+140.6%
-69.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.2% | -0.5% |
| 7D | +2.8% | -1.8% | +4.7% | +3.2% |
| 30D | -4.5% | +12.6% | -17.1% | -6.9% |
| 3M | +5.7% | +10.0% | -4.4% | +3.3% |
| 6M | +17.1% | +0.6% | +16.5% | +15.8% |
| YTD | +18.3% | +13.4% | +4.9% | +13.3% |
| 1Y | +23.9% | +21.7% | +2.2% | +16.0% |
| 3Y | +131.1% | +45.8% | +85.3% | +98.9% |
| 5Y | +71.1% | +144.3% | -73.2% | +20.8% |
| All | +71.1% | +140.6% | -69.6% | +20.8% |
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