+29.0%
APD vs FHN
+130.0%
-101.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +2.2% | +1.3% | +0.9% | +1.9% |
| 30D | +9.4% | +2.8% | +6.6% | +8.8% |
| 3M | +4.7% | -8.9% | +13.6% | +6.6% |
| 6M | +5.5% | -0.7% | +6.2% | +5.4% |
| YTD | +31.4% | +0.1% | +31.3% | +30.8% |
| 1Y | +24.1% | +10.4% | +13.7% | +20.9% |
| All | +29.0% | +130.0% | -101.1% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling