+11.4%
AMCR vs THC
+40.9%
-29.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | -3.3% | -0.7% | -2.6% | -3.2% |
| 30D | -5.4% | +1.3% | -6.7% | -5.7% |
| 3M | +20.0% | +64.2% | -44.3% | +9.5% |
| 6M | 0.0% | +8.3% | -8.2% | -4.5% |
| YTD | +11.5% | +33.4% | -21.9% | +4.9% |
| 1Y | +11.4% | +37.7% | -26.3% | +4.0% |
| All | +11.4% | +40.9% | -29.5% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling