+43.2%
ADM vs THC
+40.1%
+3.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.9% | -1.4% | +2.5% |
| 7D | +1.4% | +4.1% | -2.7% | +1.5% |
| 30D | +8.2% | +3.5% | +4.7% | +8.3% |
| 3M | +8.7% | +61.7% | -53.0% | +9.8% |
| 6M | +29.1% | +11.8% | +17.2% | +31.2% |
| YTD | +53.7% | +35.4% | +18.2% | +54.6% |
| 1Y | +43.2% | +37.0% | +6.2% | +44.6% |
| All | +43.2% | +40.1% | +3.2% | +44.6% |
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