+506.6%
APP vs FHN
+63.1%
+443.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.7% | -3.6% |
| 7D | +61.1% | +0.9% | +60.2% | +60.4% |
| 30D | +42.8% | +2.1% | +40.7% | +41.7% |
| 3M | +16.7% | -6.0% | +22.6% | +18.5% |
| 6M | -15.6% | -2.9% | -12.6% | -15.0% |
| YTD | -41.3% | +0.7% | -42.0% | -41.6% |
| 1Y | -39.3% | +11.0% | -50.3% | -41.3% |
| 3Y | +803.2% | +130.3% | +672.9% | +652.5% |
| 5Y | +313.2% | +61.3% | +251.9% | +269.2% |
| All | +506.6% | +63.1% | +443.6% | +439.4% |
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