+1,439.7%
AMT vs THC
+189.9%
+1,249.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.8% | 0.0% |
| 7D | -2.2% | +0.1% | -2.3% | -2.2% |
| 30D | +5.8% | +7.5% | -1.7% | +4.8% |
| 3M | +12.6% | +7.5% | +5.0% | +11.5% |
| 6M | +8.3% | +46.4% | -38.1% | +3.0% |
| YTD | +11.4% | +44.4% | -32.9% | +5.8% |
| 1Y | +7.7% | +43.4% | -35.7% | +2.3% |
| 3Y | +14.8% | +433.3% | -418.5% | -8.5% |
| 5Y | -18.0% | +262.5% | -280.5% | -33.2% |
| 10Y | +133.0% | +1,871.5% | -1,738.6% | +38.6% |
| All | +1,439.7% | +189.9% | +1,249.8% | +882.7% |
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