+20.4%
AME vs THC
+46.1%
-25.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +9.6% | -14.2% | -5.0% |
| 7D | -4.4% | +8.8% | -13.3% | -4.8% |
| 30D | -5.9% | +12.6% | -18.5% | -6.5% |
| 3M | -6.5% | +15.4% | -21.9% | -7.3% |
| 6M | +3.2% | +57.7% | -54.5% | -0.6% |
| YTD | +16.0% | +47.1% | -31.1% | +13.1% |
| 1Y | +20.4% | +40.7% | -20.2% | +17.6% |
| All | +20.4% | +46.1% | -25.7% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling