+257.3%
FHN vs AMBA
+722.2%
-464.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.4% | +6.8% | -1.1% |
| 7D | -2.3% | -14.6% | +12.3% | +0.2% |
| 30D | -0.9% | -18.8% | +17.9% | +2.2% |
| 3M | -11.0% | -32.6% | +21.6% | -5.7% |
| 6M | -5.4% | -25.8% | +20.4% | -4.1% |
| YTD | -1.2% | -22.1% | +21.0% | -1.5% |
| 1Y | +10.5% | -36.2% | +46.7% | +13.4% |
| 3Y | +115.1% | +10.0% | +105.1% | +93.2% |
| 5Y | +58.1% | -71.6% | +129.6% | +65.1% |
| 10Y | +114.9% | -4.7% | +119.6% | +67.9% |
| All | +257.3% | +722.2% | -464.9% | +99.5% |
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 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