+27.9%
APD vs FHN
+86.2%
-58.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -2.2% | +1.2% | -3.4% | -2.4% |
| 30D | +2.1% | -4.7% | +6.8% | +2.7% |
| 3M | +7.2% | +3.5% | +3.6% | +6.6% |
| 6M | +11.2% | +7.8% | +3.4% | +10.0% |
| YTD | +24.4% | +5.9% | +18.5% | +23.2% |
| 1Y | +6.7% | +12.5% | -5.8% | +4.7% |
| 3Y | +9.2% | +117.2% | -108.0% | -0.3% |
| All | +27.9% | +86.2% | -58.3% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling