+11,477.5%
AMD vs THC
+508.9%
+10,968.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.1% |
| 6M | +136.3% | +8.3% | +128.1% | +129.3% |
| YTD | +123.0% | +33.4% | +89.6% | +106.7% |
| 1Y | +195.2% | +37.7% | +157.5% | +171.0% |
| 3Y | +336.3% | +236.8% | +99.6% | +229.3% |
| 5Y | +334.5% | +249.3% | +85.2% | +218.5% |
| 10Y | +6,259.1% | +995.2% | +5,263.9% | +3,069.1% |
| All | +11,477.5% | +508.9% | +10,968.6% | +4,719.2% |
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