+18,884.9%
AME vs THC
+508.9%
+18,376.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | +0.6% | -0.7% | +1.3% | +0.7% |
| 30D | -6.7% | +1.3% | -8.0% | -6.9% |
| 3M | +4.1% | +64.2% | -60.2% | -3.2% |
| 6M | +1.6% | +8.3% | -6.7% | -0.2% |
| YTD | +16.1% | +33.4% | -17.2% | +10.6% |
| 1Y | +27.3% | +37.7% | -10.3% | +20.4% |
| 3Y | +50.9% | +236.8% | -185.9% | +23.7% |
| 5Y | +81.4% | +249.3% | -167.9% | +43.9% |
| 10Y | +417.0% | +995.2% | -578.3% | +217.1% |
| All | +18,884.9% | +508.9% | +18,376.0% | +9,418.5% |
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 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