+26.3%
ADM vs THC
+274.4%
-248.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | -9.0% | +3.7% | -12.7% | -9.4% |
| 30D | -14.0% | +9.0% | -23.0% | -14.7% |
| 3M | -9.2% | +10.4% | -19.6% | -10.1% |
| 6M | -9.2% | +45.7% | -54.8% | -12.8% |
| YTD | +24.2% | +42.6% | -18.4% | +19.0% |
| 1Y | +27.0% | +38.8% | -11.8% | +21.9% |
| 3Y | +6.6% | +418.8% | -412.2% | -15.6% |
| All | +26.3% | +274.4% | -248.1% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling