+12.5%
FHN vs AMBA
-20.7%
+33.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +1.2% | -11.0% | +12.1% | +1.9% |
| 30D | -4.7% | -23.2% | +18.5% | -3.1% |
| 3M | +3.5% | -12.7% | +16.3% | +3.8% |
| 6M | +7.8% | +11.2% | -3.4% | +2.9% |
| YTD | +5.9% | -11.2% | +17.1% | +3.7% |
| 1Y | +12.5% | -22.5% | +35.0% | +12.5% |
| All | +12.5% | -20.7% | +33.1% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 1y: compounded portfolio wealth divided by compounded AMBA 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…
1y analysis · Full analysis span regression · 6 months rolling