+18,884.9%
AME vs FHN
+1,824.4%
+17,060.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +0.6% | +1.2% | -0.6% | +0.3% |
| 30D | -6.7% | -4.7% | -2.0% | -5.5% |
| 3M | +4.1% | +3.5% | +0.5% | +3.0% |
| 6M | +1.6% | +7.8% | -6.2% | -0.5% |
| YTD | +16.1% | +5.9% | +10.3% | +14.2% |
| 1Y | +27.3% | +12.5% | +14.9% | +22.9% |
| 3Y | +50.9% | +117.2% | -66.3% | +19.9% |
| 5Y | +81.4% | +86.5% | -5.2% | +41.4% |
| 10Y | +417.0% | +125.7% | +291.2% | +261.0% |
| All | +18,884.9% | +1,824.4% | +17,060.5% | +6,996.3% |
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