+895.0%
APA vs FHN
+1,690.1%
-795.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +3.0% | +2.8% |
| 7D | -15.5% | -1.0% | -14.5% | -15.3% |
| 30D | +2.4% | +0.2% | +2.2% | +2.2% |
| 3M | +22.8% | -9.0% | +31.8% | +26.4% |
| 6M | +17.9% | -6.8% | +24.8% | +20.0% |
| YTD | +87.7% | -1.5% | +89.2% | +85.9% |
| 1Y | +94.2% | +10.9% | +83.2% | +84.2% |
| 3Y | +27.2% | +119.4% | -92.2% | -5.5% |
| 5Y | +74.1% | +57.5% | +16.6% | +38.0% |
| 10Y | +2.6% | +114.1% | -111.5% | -22.3% |
| All | +895.0% | +1,690.1% | -795.1% | +325.0% |
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