+301.8%
AMD vs FHN
+114.0%
+187.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -30.5% |
| 3M | -8.2% | -9.0% | +0.8% | -4.3% |
| 6M | +6.6% | -6.8% | +13.4% | +9.7% |
| YTD | +109.7% | -1.5% | +111.2% | +109.5% |
| 1Y | +88.9% | +10.9% | +78.0% | +78.4% |
| 3Y | +301.8% | +119.4% | +182.5% | +217.6% |
| All | +301.8% | +114.0% | +187.8% | +217.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling