-98.1%
AMC vs FHN
+223.9%
-321.9%
-99.8%
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% | +4.4% |
| 7D | +2.3% | +1.2% | +1.1% | +1.7% |
| 30D | -0.7% | -4.7% | +4.0% | +1.5% |
| 3M | +35.2% | +3.5% | +31.7% | +31.9% |
| 6M | +124.6% | +7.8% | +116.8% | +115.3% |
| YTD | +69.9% | +5.9% | +64.0% | +63.8% |
| 1Y | -2.6% | +12.5% | -15.0% | -9.8% |
| 3Y | -79.8% | +117.2% | -197.0% | -86.8% |
| 5Y | -99.4% | +86.5% | -185.9% | -99.6% |
| 10Y | -98.9% | +125.7% | -224.6% | -99.5% |
| All | -98.1% | +223.9% | -321.9% | -99.2% |
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