+528.2%
AMKR vs FHN
+128.3%
+399.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.7% |
| 7D | +8.3% | -1.2% | +9.5% | +8.9% |
| 30D | -6.8% | -4.8% | -2.0% | -4.4% |
| 3M | -31.9% | -0.7% | -31.2% | -32.0% |
| 6M | +18.4% | +10.6% | +7.7% | +12.3% |
| YTD | +31.7% | +4.6% | +27.1% | +28.6% |
| 1Y | +105.2% | +11.4% | +93.9% | +93.7% |
| 3Y | +147.7% | +132.3% | +15.5% | +62.1% |
| 5Y | +99.4% | +90.2% | +9.2% | +26.2% |
| All | +528.2% | +128.3% | +399.8% | +253.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling