-64.2%
AVTR vs FHN
+91.0%
-155.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | +2.7% | +1.2% | +1.5% | +2.5% |
| 30D | +12.1% | -4.7% | +16.8% | +13.1% |
| 3M | +57.2% | +3.5% | +53.7% | +56.1% |
| 6M | +73.1% | +7.8% | +65.2% | +70.4% |
| YTD | +30.6% | +5.9% | +24.8% | +29.1% |
| 1Y | +13.5% | +12.5% | +1.0% | +10.8% |
| 3Y | -31.0% | +117.2% | -148.2% | -37.7% |
| All | -64.2% | +91.0% | -155.2% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling