-80.6%
AMC vs THC
+238.5%
-319.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.3% |
| 7D | +2.3% | -0.7% | +3.0% | +2.3% |
| 30D | -0.7% | +1.3% | -2.0% | -0.8% |
| 3M | +35.2% | +64.2% | -29.0% | +33.4% |
| 6M | +124.6% | +8.3% | +116.3% | +123.7% |
| YTD | +69.9% | +33.4% | +36.5% | +68.8% |
| 1Y | -2.6% | +37.7% | -40.2% | -3.4% |
| All | -80.6% | +238.5% | -319.0% | -83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling