-11.4%
AMCR vs THC
+258.2%
-269.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.9% | -6.6% | -3.4% |
| 7D | -6.3% | +4.1% | -10.4% | -6.9% |
| 30D | -7.1% | +3.5% | -10.7% | -7.7% |
| 3M | +12.7% | +61.7% | -49.1% | +4.0% |
| 6M | +5.2% | +11.8% | -6.7% | +2.5% |
| YTD | +8.1% | +35.4% | -27.3% | +2.1% |
| 1Y | +10.0% | +37.0% | -27.0% | +3.4% |
| 3Y | +6.6% | +260.1% | -253.5% | -17.9% |
| 5Y | -11.4% | +262.6% | -274.0% | -34.1% |
| All | -11.4% | +258.2% | -269.7% | -34.1% |
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 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