+133.7%
AMT vs THC
+1,758.3%
-1,624.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | +1.6% | +8.8% | -7.2% | +0.8% |
| 30D | +4.5% | +10.0% | -5.6% | +3.5% |
| 3M | +13.8% | +11.7% | +2.1% | +12.5% |
| 6M | +10.0% | +52.5% | -42.4% | +5.2% |
| YTD | +11.8% | +46.1% | -34.3% | +7.0% |
| 1Y | +10.2% | +49.1% | -38.9% | +5.2% |
| 3Y | +15.1% | +439.6% | -424.5% | -4.9% |
| 5Y | -18.8% | +263.2% | -282.0% | -31.9% |
| 10Y | +133.7% | +1,900.5% | -1,766.8% | +78.1% |
| All | +133.7% | +1,758.3% | -1,624.6% | +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 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