+13.8%
AMD vs FHN
-5.0%
+18.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.6% | -14.7% | -16.0% |
| 7D | -28.6% | -2.3% | -26.3% | -27.4% |
| 30D | -37.7% | -0.9% | -36.8% | -36.9% |
| 3M | -16.1% | -11.0% | -5.1% | -10.4% |
| 6M | +13.8% | -5.4% | +19.2% | +19.7% |
| All | +13.8% | -5.0% | +18.9% | +19.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling