+112.0%
AMGN vs FHN
+90.1%
+22.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -11.6% | 0.0% | -11.7% | -11.6% |
| 30D | -5.7% | -2.6% | -3.1% | -5.5% |
| 3M | +14.2% | 0.0% | +14.2% | +14.2% |
| 6M | +5.2% | +9.2% | -4.1% | +4.2% |
| YTD | +22.0% | +4.3% | +17.6% | +21.3% |
| 1Y | +43.6% | +10.8% | +32.9% | +41.9% |
| 3Y | +65.0% | +130.7% | -65.7% | +52.8% |
| 5Y | +112.0% | +87.4% | +24.7% | +88.5% |
| All | +112.0% | +90.1% | +22.0% | +88.5% |
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