+196.6%
AMD vs FHN
+57.4%
+139.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.6% | -14.7% | -16.6% |
| 7D | -28.6% | -2.3% | -26.3% | -28.1% |
| 30D | -37.7% | -0.9% | -36.8% | -37.5% |
| 3M | -16.1% | -11.0% | -5.1% | -13.5% |
| 6M | +13.8% | -5.4% | +19.2% | +15.4% |
| YTD | +88.8% | -1.2% | +90.0% | +88.9% |
| 1Y | +57.8% | +10.5% | +47.3% | +53.4% |
| 3Y | +260.3% | +115.1% | +145.2% | +211.7% |
| 5Y | +196.6% | +58.1% | +138.5% | +159.5% |
| All | +196.6% | +57.4% | +139.3% | +159.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling