+65,124.1%
AMGN vs FHN
+1,718.9%
+63,405.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | +1.5% | +1.3% | +0.2% | +1.2% |
| 30D | +13.1% | +2.8% | +10.3% | +12.6% |
| 3M | +12.9% | -8.9% | +21.8% | +14.7% |
| 6M | +40.8% | -0.7% | +41.5% | +40.7% |
| YTD | +45.6% | +0.1% | +45.5% | +45.2% |
| 1Y | +42.7% | +10.4% | +32.3% | +39.7% |
| 3Y | +91.2% | +128.8% | -37.7% | +61.1% |
| 5Y | +158.1% | +61.5% | +96.7% | +122.3% |
| 10Y | +322.3% | +83.0% | +239.2% | +231.7% |
| All | +65,124.1% | +1,718.9% | +63,405.3% | +21,065.1% |
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 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