+9,703.6%
AMD vs THC
+558.0%
+9,145.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.0% | -15.3% | -16.9% |
| 7D | -28.6% | +5.9% | -34.5% | -29.4% |
| 30D | -37.7% | +10.8% | -48.6% | -39.0% |
| 3M | -16.1% | +9.4% | -25.6% | -17.7% |
| 6M | +13.8% | +53.3% | -39.4% | +3.3% |
| YTD | +88.8% | +44.2% | +44.7% | +72.2% |
| 1Y | +57.8% | +37.3% | +20.5% | +45.1% |
| 3Y | +260.3% | +421.6% | -161.3% | +150.0% |
| 5Y | +196.6% | +279.8% | -83.2% | +114.1% |
| 10Y | +6,064.6% | +1,513.9% | +4,550.8% | +2,753.4% |
| All | +9,703.6% | +558.0% | +9,145.6% | +3,913.9% |
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 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