+19,070.1%
AME vs FHN
+1,728.2%
+17,341.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +1.1% | -0.9% | +2.0% | +1.4% |
| 30D | -4.1% | +2.0% | -6.1% | -4.6% |
| 3M | -6.3% | -6.8% | +0.5% | -4.6% |
| 6M | +3.5% | -0.8% | +4.3% | +3.6% |
| YTD | +17.3% | +0.6% | +16.7% | +16.9% |
| 1Y | +22.0% | +11.5% | +10.5% | +18.3% |
| 3Y | +62.0% | +130.0% | -68.0% | +27.1% |
| 5Y | +78.5% | +60.8% | +17.7% | +45.1% |
| 10Y | +441.6% | +84.0% | +357.7% | +298.6% |
| All | +19,070.1% | +1,728.2% | +17,341.9% | +7,161.4% |
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 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