+137,736.4%
AMAT vs FHN
+1,824.4%
+135,912.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.5% |
| 3M | -9.3% | +3.5% | -12.8% | -10.4% |
| 6M | +27.4% | +7.8% | +19.6% | +24.3% |
| YTD | +77.6% | +5.9% | +71.7% | +74.0% |
| 1Y | +188.9% | +12.5% | +176.5% | +176.6% |
| 3Y | +202.3% | +117.2% | +85.1% | +130.8% |
| 5Y | +248.9% | +86.5% | +162.4% | +160.7% |
| 10Y | +1,585.2% | +125.7% | +1,459.5% | +1,010.7% |
| All | +137,736.4% | +1,824.4% | +135,912.0% | +33,732.2% |
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