+145.7%
AMDL vs FHN
+73.0%
+72.6%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.5% | +12.4% | +12.4% |
| 7D | +103.5% | +1.3% | +102.3% | +101.6% |
| 30D | -18.3% | +2.8% | -21.1% | -19.6% |
| 3M | +20.1% | -8.9% | +29.0% | +32.5% |
| 6M | +15.9% | -0.7% | +16.6% | +16.5% |
| YTD | +303.0% | +0.1% | +303.0% | +299.7% |
| 1Y | +164.0% | +10.4% | +153.6% | +135.4% |
| All | +145.7% | +73.0% | +72.6% | +74.8% |
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 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