+61.7%
FHN vs ACM
+1.1%
+60.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.3% |
| 7D | +2.1% | +5.6% | -3.5% | 0.0% |
| 30D | +3.8% | +20.8% | -17.0% | -3.3% |
| 3M | -8.9% | +11.4% | -20.4% | -12.9% |
| 6M | +1.8% | +0.9% | +0.9% | +0.1% |
| YTD | +0.6% | -24.8% | +25.4% | +11.2% |
| 1Y | +12.9% | -46.4% | +59.4% | +46.1% |
| 3Y | +126.4% | -9.2% | +135.6% | +126.2% |
| All | +61.7% | +1.1% | +60.7% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling