+94.2%
AMT vs THC
+1,000.2%
-906.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | -0.2% | -0.7% | +0.4% | -0.1% |
| 30D | +4.6% | +1.3% | +3.4% | +4.5% |
| 3M | -8.4% | +64.2% | -72.7% | -13.2% |
| 6M | -6.0% | +8.3% | -14.3% | -7.2% |
| YTD | +2.1% | +33.4% | -31.3% | -1.5% |
| 1Y | -6.4% | +37.7% | -44.1% | -10.1% |
| 3Y | +8.1% | +236.8% | -228.7% | -7.2% |
| 5Y | -31.9% | +249.3% | -281.2% | -43.1% |
| All | +94.2% | +1,000.2% | -906.1% | +46.3% |
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