+11.9%
AG vs FHN
+11.9%
0.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.7% |
| 7D | -10.0% | +2.1% | -12.1% | -10.8% |
| 30D | -10.5% | +3.8% | -14.3% | -11.8% |
| 3M | -27.3% | -8.9% | -18.3% | -24.8% |
| 6M | -43.0% | +1.8% | -44.8% | -44.3% |
| YTD | -17.9% | +0.6% | -18.5% | -21.2% |
| 1Y | +11.9% | +12.9% | -1.0% | +3.1% |
| All | +11.9% | +11.9% | 0.0% | +3.1% |
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