-68.8%
AAOX vs THC
+31.1%
-99.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.6% | +9.9% | +11.2% |
| 7D | -2.5% | -0.7% | -1.9% | -3.3% |
| 30D | -41.1% | +1.3% | -42.4% | -40.0% |
| 3M | -84.7% | +64.2% | -148.9% | -71.0% |
| All | -68.8% | +31.1% | -99.9% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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 · Available span rolling