-98.9%
AMC vs THC
+1,000.2%
-1,099.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.2% |
| 7D | +2.3% | -0.7% | +3.0% | +2.5% |
| 30D | -0.7% | +1.3% | -2.0% | -1.2% |
| 3M | +35.2% | +64.2% | -29.0% | +15.3% |
| 6M | +124.6% | +8.3% | +116.3% | +116.2% |
| YTD | +69.9% | +33.4% | +36.5% | +51.9% |
| 1Y | -2.6% | +37.7% | -40.2% | -14.4% |
| 3Y | -79.8% | +236.8% | -316.6% | -87.7% |
| 5Y | -99.4% | +249.3% | -348.7% | -99.7% |
| All | -98.9% | +1,000.2% | -1,099.1% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling