+391.7%
APP vs FHN
+71.4%
+320.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +0.9% | +1.2% | -0.3% | +0.5% |
| 30D | -23.3% | -4.7% | -18.6% | -22.1% |
| 3M | -42.6% | +3.5% | -46.2% | -43.2% |
| 6M | -33.6% | +7.8% | -41.4% | -35.2% |
| YTD | -52.4% | +5.9% | -58.3% | -53.3% |
| 1Y | -35.9% | +12.5% | -48.4% | -38.4% |
| 3Y | +642.2% | +117.2% | +525.0% | +519.3% |
| 5Y | +311.1% | +86.5% | +224.5% | +261.0% |
| All | +391.7% | +71.4% | +320.2% | +331.5% |
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