+124.5%
AMT vs FHN
+106.3%
+18.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.1% |
| 7D | +0.4% | -0.5% | +0.8% | +0.4% |
| 30D | +3.7% | +1.9% | +1.8% | +3.5% |
| 3M | +10.7% | -6.9% | +17.7% | +11.5% |
| 6M | +9.3% | -3.1% | +12.3% | +9.5% |
| YTD | +10.9% | +0.6% | +10.4% | +10.6% |
| 1Y | +10.5% | +12.4% | -1.8% | +8.8% |
| 3Y | +15.5% | +133.7% | -118.2% | +1.9% |
| 5Y | -20.6% | +61.4% | -81.9% | -28.6% |
| 10Y | +124.5% | +97.9% | +26.7% | +85.4% |
| All | +124.5% | +106.3% | +18.3% | +85.4% |
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