+111,876.4%
AMAT vs THC
+571.3%
+111,305.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +9.6% | -12.9% | -4.9% |
| 7D | -11.2% | +8.8% | -20.0% | -12.6% |
| 30D | -31.9% | +12.6% | -44.5% | -33.4% |
| 3M | -32.3% | +15.4% | -47.7% | -34.2% |
| 6M | -5.4% | +57.7% | -63.1% | -13.7% |
| YTD | +44.3% | +47.1% | -2.8% | +32.6% |
| 1Y | +61.4% | +40.7% | +20.7% | +49.3% |
| 3Y | +170.6% | +432.1% | -261.5% | +96.2% |
| 5Y | +156.4% | +301.9% | -145.4% | +90.6% |
| 10Y | +1,356.4% | +1,546.5% | -190.1% | +673.6% |
| All | +111,876.4% | +571.3% | +111,305.0% | +47,660.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling