+1,321.9%
AMAT vs FHN
+81.8%
+1,240.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.3% | -2.9% |
| 7D | +11.4% | +2.1% | +9.2% | +10.6% |
| 30D | -17.0% | +3.8% | -20.8% | -18.1% |
| 3M | -30.6% | -8.9% | -21.7% | -28.3% |
| 6M | -14.9% | +1.8% | -16.8% | -15.6% |
| YTD | +44.7% | +0.6% | +44.1% | +44.0% |
| 1Y | +66.9% | +12.9% | +54.0% | +59.4% |
| 3Y | +153.3% | +126.4% | +26.9% | +85.9% |
| 5Y | +146.2% | +62.3% | +83.9% | +86.3% |
| All | +1,321.9% | +81.8% | +1,240.1% | +875.7% |
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