+40.2%
AMC vs THC
+46.1%
-5.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +9.6% | -2.3% | +6.5% |
| 7D | +17.7% | +8.8% | +8.9% | +16.8% |
| 30D | +26.2% | +12.6% | +13.5% | +25.0% |
| 3M | +31.3% | +15.4% | +16.0% | +29.9% |
| 6M | +142.8% | +57.7% | +85.1% | +136.9% |
| YTD | +125.6% | +47.1% | +78.6% | +123.8% |
| 1Y | +40.2% | +40.7% | -0.4% | +39.8% |
| All | +40.2% | +46.1% | -5.9% | +39.8% |
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