+5,381.0%
AGI vs FHN
+13.1%
+5,367.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.4% |
| 7D | +4.4% | +2.7% | +1.7% | +4.3% |
| 30D | +10.0% | -3.1% | +13.1% | +10.1% |
| 3M | +1.7% | +2.3% | -0.6% | +1.6% |
| 6M | -26.8% | +9.7% | -36.5% | -27.1% |
| YTD | -5.3% | +4.7% | -10.1% | -5.6% |
| 1Y | +11.5% | +13.8% | -2.3% | +10.8% |
| 3Y | +212.9% | +131.6% | +81.4% | +200.1% |
| 5Y | +388.8% | +91.1% | +297.6% | +366.7% |
| 10Y | +383.6% | +126.6% | +256.9% | +345.2% |
| All | +5,381.0% | +13.1% | +5,367.9% | +6,114.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling