+500.0%
APP vs FHN
+59.5%
+440.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.3% | +10.2% | +10.0% |
| 7D | +71.2% | -1.0% | +72.2% | +71.3% |
| 30D | +39.1% | +0.2% | +38.9% | +38.7% |
| 3M | +16.5% | -9.0% | +25.5% | +19.5% |
| 6M | -16.6% | -6.8% | -9.7% | -15.0% |
| YTD | -41.9% | -1.5% | -40.4% | -41.9% |
| 1Y | -37.0% | +10.9% | -48.0% | -39.2% |
| 3Y | +892.4% | +119.4% | +773.1% | +735.5% |
| 5Y | +297.3% | +57.5% | +239.8% | +257.3% |
| All | +500.0% | +59.5% | +440.6% | +436.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling