-98.7%
AMC vs THC
+1,879.5%
-1,978.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | -2.8% | +0.2% | -3.1% | -2.8% |
| 30D | +14.0% | +9.0% | +5.0% | +11.0% |
| 3M | +42.5% | +12.9% | +29.6% | +37.0% |
| 6M | +142.6% | +52.8% | +89.7% | +109.0% |
| YTD | +119.2% | +47.4% | +71.8% | +89.0% |
| 1Y | +40.7% | +47.7% | -7.0% | +21.0% |
| 3Y | -57.3% | +444.7% | -502.0% | -78.4% |
| 5Y | -99.1% | +269.3% | -368.4% | -99.5% |
| 10Y | -98.7% | +1,913.5% | -2,012.3% | -99.6% |
| All | -98.7% | +1,879.5% | -1,978.2% | -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