-16.0%
AMKR vs FHN
+12.2%
-28.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.5% | -2.6% | -11.9% | -12.4% |
| 7D | -26.0% | -2.3% | -23.7% | -24.5% |
| 30D | -42.9% | -0.9% | -41.9% | -42.5% |
| 3M | -43.3% | -11.0% | -32.2% | -37.4% |
| 6M | -60.1% | -5.4% | -54.7% | -58.6% |
| YTD | -22.4% | -1.2% | -21.2% | -26.2% |
| 1Y | -16.0% | +10.5% | -26.5% | -29.6% |
| All | -16.0% | +12.2% | -28.2% | -29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling