+0.1%
FHN vs ACM
+233.3%
-233.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.4% |
| 7D | -1.0% | +5.4% | -6.4% | -4.0% |
| 30D | +0.2% | +15.1% | -14.9% | -7.7% |
| 3M | -9.0% | -10.5% | +1.5% | -4.6% |
| 6M | -6.8% | -19.7% | +12.9% | +2.6% |
| YTD | -1.5% | -28.8% | +27.3% | +15.1% |
| 1Y | +10.9% | -47.9% | +58.8% | +54.3% |
| 3Y | +119.4% | -12.4% | +131.7% | +121.9% |
| 5Y | +57.5% | +0.6% | +57.0% | +41.8% |
| 10Y | +114.1% | +161.3% | -47.1% | +8.8% |
| All | +0.1% | +233.3% | -233.2% | -59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling