+84.8%
AME vs FHN
+88.9%
-4.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | +2.8% | +2.7% | +0.1% | +2.3% |
| 30D | -6.3% | -3.1% | -3.2% | -5.7% |
| 3M | +5.4% | +2.3% | +3.0% | +4.9% |
| 6M | +7.4% | +9.7% | -2.3% | +5.6% |
| YTD | +16.2% | +4.7% | +11.4% | +15.1% |
| 1Y | +26.8% | +13.8% | +13.1% | +23.6% |
| 3Y | +57.5% | +131.6% | -74.1% | +39.3% |
| 5Y | +84.8% | +91.1% | -6.3% | +60.2% |
| All | +84.8% | +88.9% | -4.1% | +60.2% |
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 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