+80.5%
FHN vs ACM
+131.3%
-50.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +1.3% | +5.1% | -3.8% | -1.9% |
| 30D | +2.8% | +18.7% | -15.9% | -7.8% |
| 3M | -8.9% | +15.5% | -24.4% | -17.7% |
| 6M | -0.7% | +1.2% | -1.9% | -4.3% |
| YTD | +0.1% | -25.2% | +25.3% | +15.4% |
| 1Y | +10.4% | -46.3% | +56.7% | +58.1% |
| 3Y | +128.8% | -9.6% | +138.4% | +123.0% |
| 5Y | +61.5% | +4.4% | +57.1% | +34.9% |
| All | +80.5% | +131.3% | -50.8% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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