+1,162.1%
AMAT vs FHN
+109.0%
+1,053.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.6% | +4.3% |
| 7D | -14.7% | -1.0% | -13.7% | -14.4% |
| 30D | -36.1% | +0.2% | -36.3% | -36.1% |
| 3M | -36.9% | -9.0% | -27.9% | -34.8% |
| 6M | -22.2% | -6.8% | -15.4% | -20.4% |
| YTD | +29.9% | -1.5% | +31.4% | +30.2% |
| 1Y | +43.3% | +10.9% | +32.3% | +37.7% |
| 3Y | +142.7% | +119.4% | +23.3% | +80.6% |
| 5Y | +126.2% | +57.5% | +68.7% | +73.6% |
| All | +1,162.1% | +109.0% | +1,053.1% | +841.9% |
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