+331.1%
AMD vs THC
+238.5%
+92.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.1% | +4.6% |
| 7D | +2.6% | -0.7% | +3.2% | +2.7% |
| 30D | -0.9% | +1.3% | -2.2% | -1.2% |
| 3M | -8.7% | +64.2% | -73.0% | -17.5% |
| 6M | +136.3% | +8.3% | +128.1% | +133.4% |
| YTD | +123.0% | +33.4% | +89.6% | +108.8% |
| 1Y | +195.2% | +37.7% | +157.5% | +172.6% |
| All | +331.1% | +238.5% | +92.6% | +233.9% |
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