+41.1%
AMGN vs FHN
+11.4%
+29.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -3.0% | -2.4% |
| 7D | -13.9% | -0.8% | -13.1% | -13.8% |
| 30D | -7.1% | -2.6% | -4.5% | -6.9% |
| 3M | +13.9% | +0.8% | +13.1% | +13.5% |
| 6M | +3.2% | +9.2% | -6.0% | +1.8% |
| YTD | +19.2% | +5.1% | +14.1% | +17.9% |
| 1Y | +41.1% | +12.2% | +28.9% | +40.1% |
| All | +41.1% | +11.4% | +29.8% | +40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling