+2.6%
AVTR vs FHN
+128.4%
-125.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.3% |
| 7D | +1.6% | 0.0% | +1.5% | +1.6% |
| 30D | +8.4% | -2.6% | +11.0% | +9.1% |
| 3M | +50.2% | 0.0% | +50.1% | +50.0% |
| 6M | +82.6% | +9.2% | +73.3% | +77.8% |
| YTD | +29.8% | +4.3% | +25.5% | +28.1% |
| 1Y | +16.0% | +10.8% | +5.2% | +12.4% |
| 3Y | -26.4% | +130.7% | -157.2% | -42.2% |
| 5Y | -64.5% | +87.4% | -151.8% | -72.8% |
| All | +2.6% | +128.4% | -125.8% | -33.9% |
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 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