+96.6%
AMCR vs FHN
+311.3%
-214.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.6% |
| 7D | -1.8% | +2.7% | -4.5% | -2.4% |
| 30D | -6.0% | -3.1% | -2.9% | -5.5% |
| 3M | +18.9% | +2.3% | +16.6% | +18.3% |
| 6M | +5.7% | +9.7% | -4.1% | +3.7% |
| YTD | +11.1% | +4.7% | +6.4% | +9.9% |
| 1Y | +12.7% | +13.8% | -1.0% | +9.3% |
| 3Y | +9.6% | +131.6% | -122.0% | -10.0% |
| 5Y | -10.3% | +91.1% | -101.5% | -27.1% |
| 10Y | +16.5% | +126.6% | -110.2% | -19.4% |
| All | +96.6% | +311.3% | -214.6% | +35.1% |
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