+5,998.7%
APD vs FHN
+1,690.1%
+4,308.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -3.7% | -1.0% | -2.7% | -3.4% |
| 30D | +9.6% | +0.2% | +9.4% | +9.5% |
| 3M | +1.6% | -9.0% | +10.6% | +4.0% |
| 6M | +2.2% | -6.8% | +9.0% | +3.7% |
| YTD | +25.9% | -1.5% | +27.4% | +25.7% |
| 1Y | +20.1% | +10.9% | +9.2% | +16.4% |
| 3Y | +12.4% | +119.4% | -107.0% | -10.2% |
| 5Y | +11.1% | +57.5% | -46.4% | -9.0% |
| 10Y | +190.1% | +114.1% | +76.0% | +102.7% |
| All | +5,998.7% | +1,690.1% | +4,308.6% | +2,055.8% |
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