+1,431.6%
AMT vs THC
+186.3%
+1,245.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.6% |
| 7D | +0.5% | +3.7% | -3.2% | +0.1% |
| 30D | +13.6% | +9.0% | +4.6% | +12.4% |
| 3M | +11.5% | +10.4% | +1.1% | +10.1% |
| 6M | +6.9% | +45.7% | -38.7% | +1.8% |
| YTD | +10.8% | +42.6% | -31.8% | +5.4% |
| 1Y | +10.3% | +38.8% | -28.4% | +5.1% |
| 3Y | +12.4% | +418.8% | -406.4% | -10.1% |
| 5Y | -20.1% | +275.7% | -295.7% | -35.1% |
| 10Y | +116.8% | +1,496.2% | -1,379.4% | +32.0% |
| All | +1,431.6% | +186.3% | +1,245.3% | +879.0% |
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