+431.3%
AME vs THC
+1,758.3%
-1,327.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -4.1% | +8.8% | -13.0% | -5.6% |
| 30D | -4.1% | +10.0% | -14.2% | -5.8% |
| 3M | -5.6% | +11.7% | -17.3% | -7.6% |
| 6M | +2.8% | +52.5% | -49.6% | -5.0% |
| YTD | +16.6% | +46.1% | -29.5% | +8.0% |
| 1Y | +21.1% | +49.1% | -28.0% | +11.5% |
| 3Y | +61.1% | +439.6% | -378.6% | +15.9% |
| 5Y | +76.6% | +263.2% | -186.6% | +31.1% |
| 10Y | +431.3% | +1,900.5% | -1,469.2% | +182.3% |
| All | +431.3% | +1,758.3% | -1,327.0% | +182.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling