+528.8%
APP vs FHN
+62.8%
+466.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.1% | +2.7% | +4.2% |
| 7D | +79.2% | -0.5% | +79.6% | +79.1% |
| 30D | +48.0% | +1.9% | +46.0% | +46.9% |
| 3M | +18.2% | -6.9% | +25.2% | +20.5% |
| 6M | -12.5% | -3.1% | -9.4% | -11.8% |
| YTD | -39.2% | +0.6% | -39.7% | -39.5% |
| 1Y | -33.9% | +12.4% | -46.2% | -36.3% |
| 3Y | +933.3% | +133.7% | +799.6% | +759.3% |
| 5Y | +295.9% | +61.4% | +234.5% | +253.9% |
| All | +528.8% | +62.8% | +466.0% | +459.4% |
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