+360.8%
FITB vs AR
-27.2%
+388.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | +0.6% | +2.5% | -1.9% | +0.1% |
| 30D | -4.7% | +14.8% | -19.5% | -7.4% |
| 3M | +6.7% | +6.2% | +0.5% | +5.1% |
| 6M | +12.6% | +4.3% | +8.3% | +10.6% |
| YTD | +19.1% | +14.4% | +4.8% | +14.4% |
| 1Y | +22.6% | +21.3% | +1.3% | +15.8% |
| 3Y | +127.1% | +39.8% | +87.3% | +102.6% |
| 5Y | +71.8% | +142.1% | -70.3% | +32.0% |
| 10Y | +287.2% | +52.0% | +235.1% | +128.2% |
| All | +360.8% | -27.2% | +388.0% | +185.6% |
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 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