+1,311.4%
AMT vs FHN
+79.4%
+1,232.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.2% | +1.2% | -1.4% | -0.5% |
| 30D | +4.6% | -4.7% | +9.3% | +5.7% |
| 3M | -8.4% | +3.5% | -12.0% | -9.2% |
| 6M | -6.0% | +7.8% | -13.8% | -7.7% |
| YTD | +2.1% | +5.9% | -3.8% | +0.4% |
| 1Y | -6.4% | +12.5% | -18.9% | -9.6% |
| 3Y | +8.1% | +117.2% | -109.2% | -12.7% |
| 5Y | -31.9% | +86.5% | -118.5% | -46.2% |
| 10Y | +97.1% | +125.7% | -28.6% | +33.6% |
| All | +1,311.4% | +79.4% | +1,232.0% | +622.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling