+11,477.5%
AMD vs FHN
+1,824.4%
+9,653.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.7% |
| 7D | +2.6% | +1.2% | +1.4% | +2.1% |
| 30D | -0.9% | -4.7% | +3.8% | +0.8% |
| 3M | -8.7% | +3.5% | -12.3% | -10.1% |
| 6M | +136.3% | +7.8% | +128.5% | +129.5% |
| YTD | +123.0% | +5.9% | +117.1% | +117.5% |
| 1Y | +195.2% | +12.5% | +182.7% | +180.2% |
| 3Y | +336.3% | +117.2% | +219.1% | +220.4% |
| 5Y | +334.5% | +86.5% | +247.9% | +210.3% |
| 10Y | +6,259.1% | +125.7% | +6,133.4% | +3,589.9% |
| All | +11,477.5% | +1,824.4% | +9,653.0% | +2,389.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling