-97.7%
AMC vs FHN
+201.3%
-299.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.3% | +2.1% |
| 7D | +2.6% | -1.0% | +3.6% | +3.3% |
| 30D | +9.0% | +0.2% | +8.8% | +9.1% |
| 3M | +22.2% | -9.0% | +31.2% | +27.8% |
| 6M | +91.5% | -6.8% | +98.3% | +97.1% |
| YTD | +101.3% | -1.5% | +102.8% | +101.1% |
| 1Y | +20.8% | +10.9% | +9.8% | +13.5% |
| 3Y | -71.3% | +119.4% | -190.7% | -81.5% |
| 5Y | -99.2% | +57.5% | -156.8% | -99.5% |
| 10Y | -98.7% | +114.1% | -212.8% | -99.4% |
| All | -97.7% | +201.3% | -299.0% | -99.0% |
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