+61.4%
FHN vs AMBA
-69.7%
+131.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.3% | -3.2% | +1.4% |
| 7D | -0.5% | 0.0% | -0.4% | -0.5% |
| 30D | +1.9% | -8.6% | +10.5% | +3.0% |
| 3M | -6.9% | -29.0% | +22.0% | -2.9% |
| 6M | -3.1% | -19.2% | +16.1% | -3.0% |
| YTD | +0.6% | -13.0% | +13.6% | -1.4% |
| 1Y | +12.4% | -31.3% | +43.6% | +13.8% |
| 3Y | +133.7% | +28.1% | +105.6% | +107.3% |
| 5Y | +61.4% | -69.4% | +130.8% | +52.4% |
| All | +61.4% | -69.7% | +131.1% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling