+6.6%
ADM vs FHN
+114.0%
-107.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -9.0% | -1.0% | -8.0% | -8.9% |
| 30D | -14.0% | +0.2% | -14.2% | -14.0% |
| 3M | -9.2% | -9.0% | -0.2% | -8.4% |
| 6M | -9.2% | -6.8% | -2.3% | -8.6% |
| YTD | +24.2% | -1.5% | +25.7% | +24.0% |
| 1Y | +27.0% | +10.9% | +16.0% | +25.0% |
| 3Y | +6.6% | +119.4% | -112.8% | -8.6% |
| All | +6.6% | +114.0% | -107.4% | -8.6% |
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