+69.5%
AME vs FHN
+56.9%
+12.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.9% | +2.6% |
| 7D | -5.2% | -1.0% | -4.2% | -5.0% |
| 30D | -8.0% | +0.2% | -8.2% | -8.1% |
| 3M | -8.9% | -9.0% | +0.1% | -7.3% |
| 6M | -5.0% | -6.8% | +1.8% | -3.8% |
| YTD | +11.9% | -1.5% | +13.4% | +12.1% |
| 1Y | +16.6% | +10.9% | +5.7% | +14.4% |
| 3Y | +62.5% | +119.4% | -56.9% | +45.6% |
| All | +69.5% | +56.9% | +12.6% | +54.4% |
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