+64,930.0%
AMGN vs FHN
+1,728.2%
+63,201.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +1.1% | +2.1% | -1.0% | +0.8% |
| 30D | +9.3% | +3.8% | +5.5% | +8.6% |
| 3M | +12.1% | -8.9% | +21.0% | +13.9% |
| 6M | +40.3% | +1.8% | +38.5% | +39.6% |
| YTD | +45.2% | +0.6% | +44.6% | +44.6% |
| 1Y | +42.4% | +12.9% | +29.5% | +38.9% |
| 3Y | +91.0% | +126.4% | -35.3% | +61.3% |
| 5Y | +157.4% | +62.3% | +95.1% | +121.4% |
| 10Y | +321.0% | +84.0% | +237.0% | +230.4% |
| All | +64,930.0% | +1,728.2% | +63,201.8% | +20,982.5% |
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 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