+1,059.7%
APH vs FHN
+125.4%
+934.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | +5.0% | +1.2% | +3.8% | +4.6% |
| 30D | -3.9% | -4.7% | +0.8% | -2.5% |
| 3M | +13.0% | +3.5% | +9.4% | +11.7% |
| 6M | +25.2% | +7.8% | +17.3% | +22.3% |
| YTD | +22.9% | +5.9% | +17.1% | +20.7% |
| 1Y | +47.8% | +12.5% | +35.4% | +42.1% |
| 3Y | +283.0% | +117.2% | +165.8% | +202.1% |
| 5Y | +349.7% | +86.5% | +263.1% | +244.6% |
| All | +1,059.7% | +125.4% | +934.3% | +637.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling