+1,587.5%
AMAT vs FHN
+125.4%
+1,462.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | -1.5% | +1.2% | -2.7% | -1.9% |
| 30D | -14.8% | -4.7% | -10.1% | -13.3% |
| 3M | -9.3% | +3.5% | -12.8% | -10.6% |
| 6M | +27.4% | +7.8% | +19.6% | +23.9% |
| YTD | +77.6% | +5.9% | +71.7% | +73.5% |
| 1Y | +188.9% | +12.5% | +176.5% | +175.1% |
| 3Y | +202.3% | +117.2% | +85.1% | +124.7% |
| 5Y | +248.9% | +86.5% | +162.4% | +149.3% |
| All | +1,587.5% | +125.4% | +1,462.0% | +929.1% |
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 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