+38.8%
THC vs AMDL
+62.4%
-23.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +22.3% | -23.4% | -0.8% |
| 7D | +3.7% | -26.2% | +29.9% | +3.4% |
| 30D | +9.0% | -57.1% | +66.1% | +7.8% |
| 3M | +10.4% | -29.8% | +40.2% | +10.3% |
| 6M | +45.7% | -22.2% | +67.9% | +43.4% |
| YTD | +42.6% | +142.1% | -99.5% | +32.9% |
| 1Y | +38.8% | +85.8% | -47.1% | +32.0% |
| All | +38.8% | +62.4% | -23.7% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 1y: compounded portfolio wealth divided by compounded AMDL 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…
1y analysis · Full analysis span regression · 6 months rolling