-99.9%
AMIX vs FHN
+75.1%
-175.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.1% | +9.7% | +11.0% |
| 7D | +1.2% | -0.5% | +1.7% | +1.4% |
| 30D | -45.3% | +1.9% | -47.3% | -45.7% |
| 3M | -83.1% | -6.9% | -76.1% | -82.6% |
| 6M | -76.9% | -3.1% | -73.8% | -76.4% |
| YTD | -85.3% | +0.6% | -85.9% | -85.1% |
| 1Y | -89.8% | +12.4% | -102.2% | -90.0% |
| All | -99.9% | +75.1% | -175.0% | -99.9% |
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