+6.4%
APD vs FHN
+13.7%
-7.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -2.5% | +2.7% | -5.2% | -2.9% |
| 30D | -1.9% | -3.1% | +1.2% | -1.4% |
| 3M | +8.2% | +2.3% | +5.9% | +7.7% |
| 6M | +10.7% | +9.7% | +1.0% | +8.6% |
| YTD | +22.9% | +4.7% | +18.2% | +21.2% |
| All | +6.4% | +13.7% | -7.3% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling