+163.7%
APD vs FHN
+126.5%
+37.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | -2.5% | +2.7% | -5.2% | -3.1% |
| 30D | -1.9% | -3.1% | +1.2% | -1.2% |
| 3M | +8.2% | +2.3% | +5.9% | +7.6% |
| 6M | +10.7% | +9.7% | +1.0% | +8.2% |
| YTD | +22.9% | +4.7% | +18.2% | +21.1% |
| 1Y | +5.8% | +13.8% | -8.0% | +2.1% |
| 3Y | +7.8% | +131.6% | -123.8% | -12.9% |
| 5Y | +26.1% | +91.1% | -65.0% | -0.2% |
| 10Y | +163.7% | +126.6% | +37.1% | +89.1% |
| All | +163.7% | +126.5% | +37.2% | +89.1% |
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