+7,765.4%
AMD vs FHN
+81.8%
+7,683.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.5% | -9.3% | -8.9% |
| 7D | +18.9% | +2.1% | +16.8% | +18.3% |
| 30D | -6.4% | +3.8% | -10.2% | -7.3% |
| 3M | +10.6% | -8.9% | +19.5% | +13.4% |
| 6M | +19.9% | +1.8% | +18.1% | +19.2% |
| YTD | +149.4% | +0.6% | +148.8% | +148.4% |
| 1Y | +115.4% | +12.9% | +102.4% | +107.8% |
| 3Y | +357.3% | +126.4% | +230.9% | +271.5% |
| 5Y | +261.1% | +62.3% | +198.8% | +203.6% |
| All | +7,765.4% | +81.8% | +7,683.5% | +6,744.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling