+133.7%
FHN vs AMBA
+23.3%
+110.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.3% | -3.2% | +1.3% |
| 7D | -0.5% | 0.0% | -0.4% | -0.6% |
| 30D | +1.9% | -8.6% | +10.5% | +3.2% |
| 3M | -6.9% | -29.0% | +22.0% | -2.0% |
| 6M | -3.1% | -19.2% | +16.1% | -3.3% |
| YTD | +0.6% | -13.0% | +13.6% | -2.6% |
| 1Y | +12.4% | -31.3% | +43.6% | +14.2% |
| 3Y | +133.7% | +28.1% | +105.6% | +77.6% |
| All | +133.7% | +23.3% | +110.4% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling