-98.7%
AMC vs FHN
+94.7%
-193.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.6% | +1.7% |
| 7D | +5.5% | +0.9% | +4.6% | +5.3% |
| 30D | +16.1% | +2.1% | +14.0% | +15.2% |
| 3M | +43.0% | -6.0% | +48.9% | +47.2% |
| 6M | +130.7% | -2.9% | +133.6% | +132.7% |
| YTD | +121.8% | +0.7% | +121.1% | +119.3% |
| 1Y | +40.7% | +11.0% | +29.6% | +32.1% |
| 3Y | -56.8% | +130.3% | -187.1% | -73.0% |
| 5Y | -99.1% | +61.3% | -160.4% | -99.4% |
| 10Y | -98.7% | +89.6% | -188.3% | -99.4% |
| All | -98.7% | +94.7% | -193.4% | -99.4% |
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