+444.6%
AME vs THC
+1,421.6%
-977.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.7% |
| 7D | -5.2% | +3.7% | -8.9% | -5.8% |
| 30D | -8.0% | +9.0% | -17.1% | -9.4% |
| 3M | -8.9% | +10.4% | -19.3% | -10.6% |
| 6M | -5.0% | +45.7% | -50.6% | -11.3% |
| YTD | +11.9% | +42.6% | -30.7% | +4.3% |
| 1Y | +16.6% | +38.8% | -22.1% | +9.0% |
| 3Y | +62.5% | +418.8% | -356.3% | +19.2% |
| 5Y | +67.6% | +275.7% | -208.1% | +25.3% |
| All | +444.6% | +1,421.6% | -977.0% | +214.5% |
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