+81.7%
AA vs FHN
+132.7%
-51.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -0.7% | +1.2% | -1.9% | -1.4% |
| 30D | +5.0% | -4.7% | +9.7% | +7.7% |
| 3M | -35.8% | +3.5% | -39.4% | -37.7% |
| 6M | -18.4% | +7.8% | -26.2% | -23.2% |
| YTD | -5.5% | +5.9% | -11.4% | -10.2% |
| 1Y | +61.0% | +12.5% | +48.5% | +45.5% |
| All | +81.7% | +132.7% | -51.0% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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