+1,311.4%
AMT vs THC
+167.9%
+1,143.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.0% |
| 6M | -6.0% | +8.3% | -14.3% | -7.4% |
| YTD | +2.1% | +33.4% | -31.3% | -2.0% |
| 1Y | -6.4% | +37.7% | -44.1% | -10.7% |
| 3Y | +8.1% | +236.8% | -228.7% | -9.2% |
| 5Y | -31.9% | +249.3% | -281.2% | -44.3% |
| 10Y | +97.1% | +995.2% | -898.1% | +25.6% |
| All | +1,311.4% | +167.9% | +1,143.5% | +809.7% |
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 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