+930.0%
APH vs FHN
+81.8%
+848.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.3% | -1.9% |
| 7D | +4.9% | +2.1% | +2.8% | +4.3% |
| 30D | -5.4% | +3.8% | -9.2% | -6.4% |
| 3M | -5.5% | -8.9% | +3.5% | -2.9% |
| 6M | +25.9% | +1.8% | +24.1% | +25.0% |
| YTD | +16.4% | +0.6% | +15.8% | +15.9% |
| 1Y | +16.5% | +12.9% | +3.6% | +12.1% |
| 3Y | +270.9% | +126.4% | +144.5% | +189.8% |
| 5Y | +289.5% | +62.3% | +227.2% | +212.4% |
| All | +930.0% | +81.8% | +848.1% | +621.0% |
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