-99.1%
AMC vs FHN
+61.0%
-160.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | -2.8% | -0.9% | -2.0% | -2.3% |
| 30D | +14.0% | +2.0% | +12.0% | +13.3% |
| 3M | +42.5% | -6.8% | +49.3% | +46.5% |
| 6M | +142.6% | -0.8% | +143.3% | +141.7% |
| YTD | +119.2% | +0.6% | +118.6% | +117.2% |
| 1Y | +40.7% | +11.5% | +29.2% | +33.3% |
| 3Y | -57.3% | +130.0% | -187.3% | -70.6% |
| 5Y | -99.1% | +60.8% | -159.9% | -99.3% |
| All | -99.1% | +61.0% | -160.1% | -99.3% |
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