+203.0%
AMAT vs FHN
+118.6%
+84.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | -1.5% | +1.2% | -2.7% | -2.0% |
| 30D | -14.8% | -4.7% | -10.1% | -13.2% |
| 3M | -9.3% | +3.5% | -12.8% | -10.7% |
| 6M | +27.4% | +7.8% | +19.6% | +23.4% |
| YTD | +77.6% | +5.9% | +71.7% | +72.8% |
| 1Y | +188.9% | +12.5% | +176.5% | +173.3% |
| All | +203.0% | +118.6% | +84.5% | +129.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling