+100.2%
AMCR vs THC
+1,225.2%
-1,125.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -1.9% | -0.7% | -1.2% | -1.8% |
| 30D | -4.1% | +1.3% | -5.4% | -4.2% |
| 3M | +21.7% | +64.2% | -42.6% | +15.1% |
| 6M | +1.5% | +8.3% | -6.8% | +0.2% |
| YTD | +13.1% | +33.4% | -20.3% | +9.2% |
| 1Y | +13.0% | +37.7% | -24.7% | +8.4% |
| 3Y | +6.9% | +236.8% | -229.9% | -8.2% |
| 5Y | -10.5% | +249.3% | -259.7% | -25.0% |
| 10Y | +20.9% | +995.2% | -974.4% | -12.0% |
| All | +100.2% | +1,225.2% | -1,125.0% | +43.6% |
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