+158.1%
AMGN vs FHN
+60.0%
+98.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.2% |
| 7D | +1.5% | +1.3% | +0.2% | +1.4% |
| 30D | +13.1% | +2.8% | +10.3% | +12.9% |
| 3M | +12.9% | -8.9% | +21.8% | +13.8% |
| 6M | +40.8% | -0.7% | +41.5% | +40.7% |
| YTD | +45.6% | +0.1% | +45.5% | +45.4% |
| 1Y | +42.7% | +10.4% | +32.3% | +41.3% |
| 3Y | +91.2% | +128.8% | -37.7% | +78.2% |
| 5Y | +158.1% | +61.5% | +96.7% | +137.0% |
| All | +158.1% | +60.0% | +98.2% | +137.0% |
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