-99.3%
AMC vs THC
+287.8%
-387.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.0% | -10.5% | -12.0% |
| 7D | 0.0% | +5.9% | -5.9% | -1.3% |
| 30D | +4.4% | +10.8% | -6.4% | +2.0% |
| 3M | +15.4% | +9.4% | +5.9% | +12.9% |
| 6M | +93.7% | +53.3% | +40.4% | +73.4% |
| YTD | +97.4% | +44.2% | +53.3% | +78.2% |
| 1Y | +23.2% | +37.3% | -14.1% | +12.3% |
| 3Y | -71.3% | +421.6% | -492.9% | -84.9% |
| 5Y | -99.3% | +279.8% | -379.1% | -99.6% |
| All | -99.3% | +287.8% | -387.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling