+282.8%
FHN vs AMBA
+837.3%
-554.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +1.2% | -11.0% | +12.1% | +3.1% |
| 30D | -4.7% | -23.2% | +18.5% | -0.7% |
| 3M | +3.5% | -12.7% | +16.3% | +3.6% |
| 6M | +7.8% | +11.2% | -3.4% | +2.2% |
| YTD | +5.9% | -11.2% | +17.1% | +3.8% |
| 1Y | +12.5% | -22.5% | +35.0% | +11.7% |
| 3Y | +117.2% | -1.3% | +118.5% | +99.2% |
| 5Y | +86.5% | -54.2% | +140.7% | +79.4% |
| 10Y | +125.7% | -6.1% | +131.9% | +75.8% |
| All | +282.8% | +837.3% | -554.5% | +110.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling