+187.8%
APD vs FHN
+106.3%
+81.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.6% |
| 7D | -1.6% | -0.5% | -1.1% | -1.4% |
| 30D | +10.6% | +1.9% | +8.7% | +10.1% |
| 3M | +2.5% | -6.9% | +9.5% | +4.1% |
| 6M | +6.0% | -3.1% | +9.0% | +6.5% |
| YTD | +28.4% | +0.6% | +27.9% | +27.7% |
| 1Y | +22.2% | +12.4% | +9.8% | +18.4% |
| 3Y | +26.6% | +133.7% | -107.1% | +2.0% |
| 5Y | +11.8% | +61.4% | -49.6% | -7.3% |
| 10Y | +187.8% | +97.9% | +89.9% | +115.2% |
| All | +187.8% | +106.3% | +81.5% | +115.2% |
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