+208.6%
AMKR vs FHN
+59.0%
+149.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.1% | +10.7% | +10.6% |
| 7D | +6.8% | -0.9% | +7.7% | +7.4% |
| 30D | -20.8% | +2.0% | -22.8% | -21.5% |
| 3M | -29.7% | -6.8% | -22.9% | -27.6% |
| 6M | -50.2% | -0.8% | -49.4% | -50.2% |
| YTD | -3.0% | +0.6% | -3.6% | -3.3% |
| 1Y | +12.0% | +11.5% | +0.5% | +7.1% |
| 3Y | +67.0% | +130.0% | -63.0% | +17.3% |
| 5Y | +76.5% | +60.8% | +15.7% | +32.0% |
| 10Y | +257.3% | +84.0% | +173.3% | +140.2% |
| All | +208.6% | +59.0% | +149.6% | +85.6% |
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 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