-17.2%
AMRZ vs FHN
+10.7%
-27.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.6% |
| 7D | -4.0% | +1.3% | -5.3% | -4.8% |
| 30D | +12.4% | +2.8% | +9.6% | +10.6% |
| 3M | -11.5% | -8.9% | -2.6% | -6.2% |
| 6M | -21.6% | -0.7% | -20.9% | -21.5% |
| YTD | -23.4% | +0.1% | -23.4% | -24.7% |
| 1Y | -17.2% | +10.4% | -27.6% | -22.6% |
| All | -17.2% | +10.7% | -27.9% | -22.6% |
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