+6.1%
APA vs FHN
+81.8%
-75.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.3% |
| 7D | +8.5% | +2.1% | +6.4% | +7.1% |
| 30D | +2.8% | +3.8% | -1.0% | +0.1% |
| 3M | +21.7% | -8.9% | +30.7% | +28.4% |
| 6M | +32.6% | +1.8% | +30.8% | +29.1% |
| YTD | +103.7% | +0.6% | +103.1% | +96.6% |
| 1Y | +101.8% | +12.9% | +88.9% | +79.7% |
| 3Y | +48.1% | +126.4% | -78.3% | -21.3% |
| 5Y | +91.9% | +62.3% | +29.6% | +9.0% |
| All | +6.1% | +81.8% | -75.7% | -45.2% |
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 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