+126.1%
AMD vs FHN
+10.7%
+115.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.4% | +6.1% |
| 7D | +44.7% | +1.3% | +43.5% | +44.1% |
| 30D | -3.3% | +2.8% | -6.2% | -3.9% |
| 3M | +21.2% | -8.9% | +30.1% | +25.2% |
| 6M | +30.6% | -0.7% | +31.3% | +30.6% |
| YTD | +173.3% | +0.1% | +173.2% | +169.2% |
| 1Y | +126.1% | +10.4% | +115.7% | +123.0% |
| All | +126.1% | +10.7% | +115.4% | +123.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling