+905.9%
APA vs FHN
+1,730.5%
-824.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | -5.5% | +0.9% | -6.4% | -5.9% |
| 30D | -1.2% | +2.1% | -3.2% | -2.0% |
| 3M | +10.6% | -6.0% | +16.5% | +12.6% |
| 6M | +28.4% | -2.9% | +31.4% | +28.8% |
| YTD | +89.7% | +0.7% | +89.0% | +86.5% |
| 1Y | +90.6% | +11.0% | +79.6% | +80.8% |
| 3Y | +36.9% | +130.3% | -93.4% | 0.0% |
| 5Y | +83.2% | +61.3% | +21.9% | +44.0% |
| 10Y | -0.1% | +89.6% | -89.7% | -22.3% |
| All | +905.9% | +1,730.5% | -824.6% | +326.4% |
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 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