+0.3%
AGI vs FHN
+14.6%
-14.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.7% | +9.1% | +10.3% |
| 7D | -5.3% | +2.3% | -7.6% | -5.8% |
| 30D | -7.1% | +1.6% | -8.8% | -7.5% |
| 3M | +4.4% | -8.4% | +12.8% | +6.2% |
| 6M | -23.0% | -2.3% | -20.7% | -23.4% |
| YTD | -22.0% | +1.5% | -23.5% | -25.1% |
| 1Y | +0.3% | +15.0% | -14.7% | -6.8% |
| All | +0.3% | +14.6% | -14.3% | -6.8% |
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