-31.3%
AMT vs FHN
+86.2%
-117.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.2% | +1.2% | -1.4% | -0.2% |
| 30D | +4.6% | -4.7% | +9.3% | +4.7% |
| 3M | -8.4% | +3.5% | -12.0% | -8.5% |
| 6M | -6.0% | +7.8% | -13.8% | -6.1% |
| YTD | +2.1% | +5.9% | -3.8% | +2.0% |
| 1Y | -6.4% | +12.5% | -18.9% | -6.7% |
| 3Y | +8.1% | +117.2% | -109.2% | +3.8% |
| All | -31.3% | +86.2% | -117.5% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling