+85.9%
AMZN vs FHN
+134.1%
-48.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | +0.8% | +2.7% | -1.9% | -0.1% |
| 30D | -6.4% | -3.1% | -3.3% | -5.5% |
| 3M | +4.8% | +2.3% | +2.4% | +3.7% |
| 6M | +20.5% | +9.7% | +10.8% | +16.3% |
| YTD | +11.3% | +4.7% | +6.6% | +8.7% |
| 1Y | +9.0% | +13.8% | -4.8% | +3.0% |
| 3Y | +85.9% | +131.6% | -45.7% | +50.4% |
| All | +85.9% | +134.1% | -48.2% | +50.4% |
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 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