+74.4%
FITB vs AS
+133.7%
-59.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.9% |
| 7D | -1.8% | +7.1% | -8.9% | -2.9% |
| 30D | +4.8% | +12.8% | -8.0% | +2.7% |
| 3M | -6.4% | -14.7% | +8.3% | -4.2% |
| 6M | +7.9% | -9.9% | +17.9% | +9.2% |
| YTD | +17.0% | -16.1% | +33.1% | +19.4% |
| 1Y | +29.9% | +0.2% | +29.8% | +28.6% |
| All | +74.4% | +133.7% | -59.4% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling