+96,674.4%
AMAT vs FHN
+1,696.3%
+94,978.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.6% | -11.0% | -12.7% |
| 7D | -24.3% | -2.3% | -22.0% | -23.7% |
| 30D | -39.8% | -0.9% | -38.9% | -39.6% |
| 3M | -40.2% | -11.0% | -29.1% | -37.9% |
| 6M | -22.1% | -5.4% | -16.7% | -20.9% |
| YTD | +24.7% | -1.2% | +25.8% | +24.9% |
| 1Y | +33.3% | +10.5% | +22.8% | +28.8% |
| 3Y | +133.9% | +115.1% | +18.7% | +79.6% |
| 5Y | +117.1% | +58.1% | +59.0% | +71.4% |
| 10Y | +1,158.7% | +114.9% | +1,043.8% | +743.0% |
| All | +96,674.4% | +1,696.3% | +94,978.1% | +24,176.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling