+527.5%
APP vs FHN
+62.8%
+464.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.5% | +3.4% | +3.8% |
| 7D | +4.6% | +2.1% | +2.4% | +4.0% |
| 30D | +56.0% | +3.8% | +52.2% | +54.1% |
| 3M | +30.8% | -8.9% | +39.8% | +34.2% |
| 6M | -9.8% | +1.8% | -11.6% | -10.4% |
| YTD | -39.3% | +0.6% | -39.9% | -39.6% |
| 1Y | -26.4% | +12.9% | -39.4% | -29.3% |
| 3Y | +887.9% | +126.4% | +761.6% | +725.6% |
| 5Y | +264.1% | +62.3% | +201.8% | +225.3% |
| All | +527.5% | +62.8% | +464.6% | +458.2% |
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