+66.7%
FITB vs AUR
-35.1%
+101.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.0% | +0.4% |
| 7D | -0.3% | +1.4% | -1.7% | -0.4% |
| 30D | -5.7% | -6.4% | +0.7% | -5.2% |
| 3M | +3.2% | +7.7% | -4.5% | +1.9% |
| 6M | +23.4% | +44.5% | -21.1% | +17.5% |
| YTD | +18.8% | +67.4% | -48.7% | +11.0% |
| 1Y | +25.0% | +15.4% | +9.5% | +20.7% |
| 3Y | +131.2% | +94.8% | +36.4% | +96.2% |
| All | +66.7% | -35.1% | +101.8% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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