+95.0%
AMT vs FHN
+126.5%
-31.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | -0.2% | +2.7% | -2.8% | -0.4% |
| 30D | +1.8% | -3.1% | +5.0% | +2.2% |
| 3M | -6.2% | +2.3% | -8.5% | -6.5% |
| 6M | -5.0% | +9.7% | -14.7% | -6.0% |
| YTD | +2.1% | +4.7% | -2.7% | +1.3% |
| 1Y | -5.7% | +13.8% | -19.5% | -7.4% |
| 3Y | +7.9% | +131.6% | -123.6% | -4.2% |
| 5Y | -32.3% | +91.1% | -123.5% | -40.6% |
| 10Y | +95.0% | +126.6% | -31.6% | +52.5% |
| All | +95.0% | +126.5% | -31.5% | +52.5% |
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