+16.5%
AMCR vs THC
+1,021.1%
-1,004.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | 0.0% |
| 7D | -5.0% | 0.0% | -4.9% | -5.0% |
| 30D | -8.0% | +1.5% | -9.5% | -8.2% |
| 3M | +14.3% | +59.9% | -45.6% | +7.0% |
| 6M | +5.3% | +11.0% | -5.6% | +3.4% |
| YTD | +7.7% | +32.6% | -24.8% | +3.0% |
| 1Y | +10.8% | +37.4% | -26.5% | +5.2% |
| 3Y | +9.6% | +252.5% | -243.0% | -10.4% |
| 5Y | -10.2% | +262.3% | -272.5% | -28.8% |
| All | +16.5% | +1,021.1% | -1,004.6% | -24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling