+33.4%
AG vs FHN
+14.6%
+18.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +1.7% | +7.5% | +8.4% |
| 7D | -2.6% | +2.3% | -4.9% | -3.4% |
| 30D | -12.1% | +1.6% | -13.7% | -12.7% |
| 3M | -6.6% | -8.4% | +1.8% | -3.7% |
| 6M | -20.5% | -2.3% | -18.2% | -20.8% |
| YTD | -7.4% | +1.5% | -8.9% | -11.4% |
| 1Y | +33.4% | +15.0% | +18.4% | +22.8% |
| All | +33.4% | +14.6% | +18.8% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling