+1,362.0%
AMAT vs FHN
+80.9%
+1,281.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.4% |
| 7D | +19.3% | +1.3% | +18.1% | +18.9% |
| 30D | -17.9% | +2.8% | -20.8% | -18.7% |
| 3M | -30.4% | -8.9% | -21.5% | -28.1% |
| 6M | -11.4% | -0.7% | -10.8% | -11.4% |
| YTD | +48.8% | +0.1% | +48.7% | +48.4% |
| 1Y | +66.0% | +10.4% | +55.6% | +59.9% |
| 3Y | +158.8% | +128.8% | +30.0% | +89.3% |
| 5Y | +153.2% | +61.5% | +91.7% | +91.9% |
| All | +1,362.0% | +80.9% | +1,281.1% | +905.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling