+9.6%
AMCR vs THC
+253.4%
-243.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.5% |
| 7D | -1.8% | -2.6% | +0.7% | -1.5% |
| 30D | -6.0% | -1.2% | -4.9% | -5.9% |
| 3M | +18.9% | +58.9% | -40.0% | +11.2% |
| 6M | +5.7% | +9.3% | -3.7% | +3.2% |
| YTD | +11.1% | +30.4% | -19.3% | +6.3% |
| 1Y | +12.7% | +34.6% | -21.9% | +7.1% |
| 3Y | +9.6% | +246.7% | -237.1% | -16.9% |
| All | +9.6% | +253.4% | -243.8% | -16.9% |
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