+88.9%
AMD vs FHN
+10.6%
+78.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.3% | +11.4% | +11.2% |
| 7D | -11.0% | -1.0% | -10.1% | -10.5% |
| 30D | -30.5% | +0.2% | -30.7% | -30.3% |
| 3M | -8.2% | -9.0% | +0.8% | -4.9% |
| 6M | +6.6% | -6.8% | +13.4% | +9.0% |
| YTD | +109.7% | -1.5% | +111.2% | +107.5% |
| 1Y | +88.9% | +10.9% | +78.0% | +84.8% |
| All | +88.9% | +10.6% | +78.3% | +84.8% |
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 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