+5,927.3%
APD vs FHN
+1,824.4%
+4,102.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -2.2% | +1.2% | -3.4% | -2.5% |
| 30D | +2.1% | -4.7% | +6.8% | +3.3% |
| 3M | +7.2% | +3.5% | +3.6% | +6.1% |
| 6M | +11.2% | +7.8% | +3.4% | +8.8% |
| YTD | +24.4% | +5.9% | +18.5% | +22.1% |
| 1Y | +6.7% | +12.5% | -5.8% | +2.8% |
| 3Y | +9.2% | +117.2% | -108.0% | -12.6% |
| 5Y | +27.4% | +86.5% | -59.2% | -0.2% |
| 10Y | +164.8% | +125.7% | +39.1% | +82.5% |
| All | +5,927.3% | +1,824.4% | +4,102.9% | +1,993.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling