+6,351.7%
AMD vs FHN
+109.0%
+6,242.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.3% | +11.4% | +11.1% |
| 7D | -11.0% | -1.0% | -10.1% | -10.7% |
| 30D | -30.5% | +0.2% | -30.7% | -30.5% |
| 3M | -8.2% | -9.0% | +0.8% | -5.9% |
| 6M | +6.6% | -6.8% | +13.4% | +8.4% |
| YTD | +109.7% | -1.5% | +111.2% | +110.0% |
| 1Y | +88.9% | +10.9% | +78.0% | +83.2% |
| 3Y | +301.8% | +119.4% | +182.5% | +230.1% |
| 5Y | +229.4% | +57.5% | +171.8% | +179.9% |
| All | +6,351.7% | +109.0% | +6,242.7% | +6,255.5% |
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