+201.1%
FITB vs AU
+783.5%
-582.4%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.6% |
| 7D | +2.8% | -0.3% | +3.1% | +2.8% |
| 30D | -4.5% | +12.8% | -17.3% | -5.3% |
| 3M | +5.7% | +28.5% | -22.8% | +3.7% |
| 6M | +17.1% | +4.8% | +12.3% | +16.1% |
| YTD | +18.3% | +31.0% | -12.6% | +15.4% |
| 1Y | +23.9% | +81.4% | -57.5% | +18.1% |
| 3Y | +131.1% | +618.4% | -487.3% | +98.8% |
| 5Y | +71.1% | +686.3% | -615.2% | +43.9% |
| 10Y | +283.9% | +664.5% | -380.6% | +208.3% |
| All | +201.1% | +783.5% | -582.4% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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