-95.2%
AAOX vs THC
+43.6%
-138.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.9% | +0.4% | -15.3% | -14.4% |
| 7D | -48.3% | +8.8% | -57.1% | -42.8% |
| 30D | -84.3% | +10.0% | -94.4% | -82.3% |
| 3M | -91.4% | +11.7% | -103.1% | -90.1% |
| 6M | -96.3% | +52.5% | -148.8% | -91.5% |
| All | -95.2% | +43.6% | -138.8% | -87.9% |
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 · 6 months rolling