-37.1%
APP vs FHN
+11.9%
-48.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.1% | +2.7% | +4.2% |
| 7D | +79.2% | -0.5% | +79.6% | +78.9% |
| 30D | +48.0% | +1.9% | +46.0% | +46.4% |
| 3M | +18.2% | -6.9% | +25.2% | +21.2% |
| 6M | -12.5% | -3.1% | -9.4% | -11.1% |
| YTD | -39.2% | +0.6% | -39.7% | -38.7% |
| All | -37.1% | +11.9% | -48.9% | -37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling