-79.7%
AMIX vs THC
+40.9%
-120.5%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -1.8% |
| 7D | -13.7% | -0.7% | -13.1% | -13.8% |
| 30D | -62.1% | +1.3% | -63.3% | -62.0% |
| 3M | -46.2% | +64.2% | -110.4% | -40.0% |
| 6M | -46.4% | +8.3% | -54.7% | -44.2% |
| YTD | -60.3% | +33.4% | -93.6% | -57.2% |
| 1Y | -79.7% | +37.7% | -117.3% | -78.1% |
| All | -79.7% | +40.9% | -120.5% | -78.1% |
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