+26.8%
AME vs THC
+32.5%
-5.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.2% |
| 7D | +2.8% | -2.6% | +5.3% | +3.0% |
| 30D | -6.3% | -1.2% | -5.1% | -6.2% |
| 3M | +5.4% | +58.9% | -53.5% | +0.5% |
| 6M | +7.4% | +9.3% | -1.9% | +6.5% |
| YTD | +16.2% | +30.4% | -14.2% | +13.6% |
| 1Y | +26.8% | +34.6% | -7.8% | +21.5% |
| All | +26.8% | +32.5% | -5.6% | +21.5% |
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 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