+73.0%
FITB vs AS
+134.9%
-61.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.2% | -0.8% |
| 7D | -1.5% | +6.9% | -8.5% | -2.6% |
| 30D | +5.8% | +16.0% | -10.2% | +3.2% |
| 3M | -6.1% | -12.8% | +6.7% | -4.2% |
| 6M | +5.9% | -15.4% | +21.3% | +8.4% |
| YTD | +16.1% | -15.7% | +31.8% | +18.4% |
| 1Y | +28.8% | +6.1% | +22.8% | +26.4% |
| All | +73.0% | +134.9% | -61.8% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling