-58.9%
AMC vs THC
+423.7%
-482.5%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.7% |
| 7D | +3.5% | +1.0% | +2.6% | +3.5% |
| 30D | +12.5% | +5.3% | +7.1% | +12.2% |
| 3M | +23.6% | +7.1% | +16.5% | +23.2% |
| 6M | +144.4% | +46.0% | +98.3% | +141.8% |
| YTD | +108.3% | +43.9% | +64.4% | +106.4% |
| 1Y | +38.9% | +45.4% | -6.6% | +37.6% |
| 3Y | -58.9% | +421.3% | -480.1% | -72.0% |
| All | -58.9% | +423.7% | -482.5% | -72.0% |
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