+5.1%
APH vs FHN
-5.0%
+10.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.6% | -6.7% | -8.5% |
| 7D | -12.7% | -2.3% | -10.4% | -11.9% |
| 30D | -19.2% | -0.9% | -18.2% | -18.7% |
| 3M | -16.7% | -11.0% | -5.6% | -11.7% |
| 6M | +5.1% | -5.4% | +10.6% | +6.6% |
| All | +5.1% | -5.0% | +10.2% | +6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling