-99.3%
AMC vs FHN
+56.9%
-156.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.3% | +2.1% |
| 7D | +2.6% | -1.0% | +3.6% | +3.2% |
| 30D | +9.0% | +0.2% | +8.8% | +9.1% |
| 3M | +22.2% | -9.0% | +31.2% | +26.8% |
| 6M | +91.5% | -6.8% | +98.3% | +96.1% |
| YTD | +101.3% | -1.5% | +102.8% | +101.1% |
| 1Y | +20.8% | +10.9% | +9.8% | +14.5% |
| 3Y | -71.3% | +119.4% | -190.7% | -79.9% |
| All | -99.3% | +56.9% | -156.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling