+349.1%
FITB vs AR
-33.4%
+382.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.6% |
| 7D | -1.5% | -14.3% | +12.7% | +1.4% |
| 30D | +5.8% | +1.4% | +4.4% | +5.3% |
| 3M | -6.1% | +3.4% | -9.5% | -7.1% |
| 6M | +5.9% | -2.1% | +8.0% | +5.6% |
| YTD | +16.1% | +4.7% | +11.4% | +13.1% |
| 1Y | +28.8% | +10.6% | +18.3% | +23.8% |
| 3Y | +126.0% | +24.6% | +101.4% | +105.9% |
| 5Y | +45.3% | +71.9% | -26.6% | +19.3% |
| 10Y | +255.4% | +46.4% | +209.0% | +111.6% |
| All | +349.1% | -33.4% | +382.5% | +182.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling