+34.1%
FITB vs AS
+3.3%
+30.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.1% | -3.7% | +0.6% |
| 7D | +2.3% | +13.8% | -11.4% | +0.1% |
| 30D | +7.7% | +16.7% | -9.0% | +4.8% |
| 3M | -4.5% | -11.5% | +7.0% | -2.4% |
| 6M | +12.5% | -5.5% | +18.0% | +12.8% |
| YTD | +19.8% | -14.2% | +34.0% | +22.1% |
| 1Y | +34.1% | +2.1% | +32.1% | +36.6% |
| All | +34.1% | +3.3% | +30.8% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling