-97.7%
AMC vs THC
+615.8%
-713.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.0% | -10.5% | -12.0% |
| 7D | 0.0% | +5.9% | -5.9% | -1.5% |
| 30D | +4.4% | +10.8% | -6.4% | +1.5% |
| 3M | +15.4% | +9.4% | +5.9% | +12.4% |
| 6M | +93.7% | +53.3% | +40.4% | +69.6% |
| YTD | +97.4% | +44.2% | +53.3% | +74.2% |
| 1Y | +23.2% | +37.3% | -14.1% | +9.9% |
| 3Y | -71.3% | +421.6% | -492.9% | -83.9% |
| 5Y | -99.3% | +279.8% | -379.1% | -99.6% |
| 10Y | -98.7% | +1,513.9% | -1,612.6% | -99.5% |
| All | -97.7% | +615.8% | -713.5% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling