-87.4%
AMIX vs THC
+11.8%
-99.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.0% | -3.6% | -6.5% |
| 7D | -25.5% | +5.9% | -31.4% | -23.5% |
| 30D | -56.2% | +10.8% | -67.0% | -52.9% |
| 3M | -87.4% | +9.4% | -96.9% | -86.7% |
| All | -87.4% | +11.8% | -99.3% | -86.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling