-99.8%
AMIX vs FHN
+84.3%
-184.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -13.7% | +1.2% | -14.9% | -14.1% |
| 30D | -62.1% | -4.7% | -57.4% | -61.4% |
| 3M | -46.2% | +3.5% | -49.7% | -46.2% |
| 6M | -46.4% | +7.8% | -54.2% | -47.0% |
| YTD | -60.3% | +5.9% | -66.1% | -60.6% |
| 1Y | -79.7% | +12.5% | -92.1% | -80.1% |
| All | -99.8% | +84.3% | -184.1% | -99.8% |
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