-18.5%
AMRZ vs FHN
+20.6%
-39.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +1.2% | -1.0% | +2.2% | +1.8% |
| 30D | +15.1% | +0.2% | +14.8% | +15.1% |
| 3M | -18.1% | -9.0% | -9.1% | -14.7% |
| 6M | -23.5% | -6.8% | -16.6% | -21.2% |
| YTD | -21.6% | -1.5% | -20.1% | -21.2% |
| 1Y | -14.7% | +10.9% | -25.7% | -16.1% |
| All | -18.5% | +20.6% | -39.1% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling