+183.2%
APD vs FHN
+94.7%
+88.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | -0.2% | +0.9% | -1.1% | -0.4% |
| 30D | +11.0% | +2.1% | +8.9% | +10.5% |
| 3M | +1.3% | -6.0% | +7.3% | +2.6% |
| 6M | +6.4% | -2.9% | +9.3% | +6.8% |
| YTD | +28.9% | +0.7% | +28.2% | +28.1% |
| 1Y | +23.2% | +11.0% | +12.2% | +19.8% |
| 3Y | +26.3% | +130.3% | -103.9% | +2.2% |
| 5Y | +12.0% | +61.3% | -49.2% | -7.1% |
| 10Y | +183.2% | +89.6% | +93.6% | +117.2% |
| All | +183.2% | +94.7% | +88.4% | +117.2% |
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