+18,188.7%
AME vs FHN
+1,690.1%
+16,498.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.9% | +2.6% |
| 7D | -5.2% | -1.0% | -4.2% | -4.9% |
| 30D | -8.0% | +0.2% | -8.2% | -8.1% |
| 3M | -8.9% | -9.0% | +0.1% | -6.6% |
| 6M | -5.0% | -6.8% | +1.8% | -3.3% |
| YTD | +11.9% | -1.5% | +13.4% | +12.1% |
| 1Y | +16.6% | +10.9% | +5.7% | +13.2% |
| 3Y | +62.5% | +119.4% | -56.9% | +29.1% |
| 5Y | +67.6% | +57.5% | +10.1% | +37.0% |
| 10Y | +450.4% | +114.1% | +336.2% | +289.8% |
| All | +18,188.7% | +1,690.1% | +16,498.6% | +6,865.7% |
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