-20.2%
AMRZ vs FHN
+23.2%
-43.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -2.1% | +2.1% | -4.2% | -3.0% |
| 30D | +13.0% | +3.8% | +9.2% | +11.3% |
| 3M | -12.1% | -8.9% | -3.2% | -8.6% |
| 6M | -19.1% | +1.8% | -21.0% | -19.6% |
| YTD | -23.3% | +0.6% | -23.8% | -23.6% |
| 1Y | -16.6% | +12.9% | -29.5% | -18.7% |
| All | -20.2% | +23.2% | -43.3% | -21.2% |
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 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